Optimal Stopping in a Partially Observable Markov Process with Costly Information

DOI10.1287/opre.28.6.1319zbMath0448.60033OpenAlexW2110921515MaRDI QIDQ3894720

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)

Related Items (11)

Dynamic Programming Deconstructed: Transformations of the Bellman Equation and Computational Efficiency ⋮ 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 ⋮ Timing of testing and treatment for asymptomatic diseases ⋮ The effect of multi-sensor data on condition-based maintenance policies ⋮ The Value of Information in Some Variations of the Stopping Problem ⋮ Expert-mediated sequential search ⋮ Optimal Stopping Problem in A Finite State Partially Observable Markov Chain ⋮ The problem of optimal stopping in a partially observable Markov chain

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