Dynamic Programming by Exchangeability

DOI10.1137/0218032zbMATH Open0673.60048OpenAlexW2036737863MaRDI QIDQ3827331FDOQ3827331

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

Recommendations

• Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables
• A Simple Property of Exchangeable Random Variables
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• Computable exchangeable sequences have computable de Finetti measures
• Generalized dynamic programming and its applications

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)

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