Robustness estimating of optimal stopping problem with unbounded revenue and cost functions

zbMATH Open1196.60070MaRDI QIDQ3568063FDOQ3568063

Authors: Elena Zaitseva 

Publication date: 17 June 2010

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zbMATH Keywords

stopping timestability indexdiscrete-time Markov processweighted total variation normN-contractive operatortotal expected return

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Cited In (4)

• Stability estimation of transient Markov decision processes
• About stability of risk-seeking optimal stopping
• Characterizations of optimal policies in a general stopping problem and stability estimating
• Stability estimating in optimal stopping problem

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