Optimal stopping in a partially observable binary-valued markov chain with costly perfect information

DOI10.2307/3213917zbMATH Open0482.60043OpenAlexW2322890683MaRDI QIDQ3940573FDOQ3940573

Authors: George E. Monahan 

Publication date: 1982

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213917

zbMATH Keywords

partially observable Markov decision processesdynamic programmingoptimal stopping in a Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Cited In (4)

• The effect of multi-sensor data on condition-based maintenance policies
• Expert-mediated sequential search
• Optimal cost and policy for a Markovian replacement problem
• On the computation of the optimal cost function for discrete time Markov models with partial observations

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