Optimal Stopping in a Partially Observable Markov Process with Costly Information

DOI10.1287/OPRE.28.6.1319MaRDI QIDQ3894720zbMATH OpenOpenAlexFDO

Authors George E. Monahan

Publication date 1980

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.28.6.1319

zbMATH Keywords

sequential samplingnonmonotone optimal policiesoptimal stopping in a partially observable Markov process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cited in

(12)

• Timing of testing and treatment for asymptomatic diseases
• The value of information in some variations of the stopping problem
• Dynamic programming deconstructed: transformations of the Bellman equation and computational efficiency
• The effect of multi-sensor data on condition-based maintenance policies
• Expert-mediated sequential search
• Policy structure for discrete time Markov chain disorder problems
• Finite Horizon Decision Timing with Partially Observable Poisson Processes
• To protect or not to protect: Bayes decisions with forecasts
• A linear-quadratic Gaussian approach to dynamic information acquisition
• The problem of optimal stopping in a partially observable Markov chain
• Optimal Stopping Problem in A Finite State Partially Observable Markov Chain
• Sequential Bayesian replacement with unknown transition probabilities

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