A Stochastic Ordering and Related Sequential Decision Problems

DOI10.1080/02522667.1990.10699004MaRDI QIDQ3489807zbMATH OpenOpenAlexFDO

Authors Tōru Nakai

Publication date 1990

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1990.10699004

zbMATH Keywords

Bayesian posterior distributiondiscrete time Markov processjob searchmonotonicity conditionspartial orderpartially observed Markov decision processesreplacementsequential decisionsequential stochastic assignment

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Reliability, availability, maintenance, inspection in operations research (90B25) Markov and semi-Markov decision processes (90C40) Applications of mathematical programming (90C90)

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Cites work

• A Sequential Stochastic Assignment Problem in a Partially Observable Markov Chain
• An optimal inspection and replacement policy under incomplete state information
• Duality theory for bounds on integrals with applications to stop-loss premiums
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• The problem of optimal stopping in a partially observable Markov chain

Cited in

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• Optimal ordering rule for a stochastic sequencing model
• Stochastic orderings with respect to a capacity and an application to a financial optimization problem
• Properties of a job search problem on a partially observable Markov chain in a dynamic economy
• A preorder relation for Markov reward processes
• A sequential decision problem based on the rate depending on a Markov process
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