Optimal Stopping for a Markov Process: A New Characterisation of the Optimal Policy

DOI10.1287/MOOR.5.4.567MaRDI QIDQ3894719zbMATH OpenOpenAlexFDO

Authors J. M. McNamara

Publication date 1980

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.5.4.567

zbMATH Keywords

dynamic programmingMarkov decision processoptimal stopping

Mathematics Subject Classification ID

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

This page was built for publication: Optimal Stopping for a Markov Process: A New Characterisation of the Optimal Policy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3894719)