Dynamic Programming by Exchangeability

DOI10.1137/0218032MaRDI QIDQ3827331zbMATHOpenAlexFDO

Authors Shuo-Yen Robert Li

Publication date 1989

Published in SIAM Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0218032

zbMATH Keywords

exchangeable random variablesdynamic exchangeable programmingexchangeable stopping timesymmetric payoff function

Mathematics Subject Classification ID

Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Exchangeability for stochastic processes (60G09)

Recommendations

• Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables
• A Simple Property of Exchangeable Random Variables
• On the joint distribution of stopping times and stopped sums in multistate exchangeable trials
• Computable exchangeable sequences have computable de Finetti measures
• Generalized dynamic programming and its applications

Cited in

(1)

• scientific article; zbMATH DE number 1328951 (Why is no real title available?)

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