Some time-invariant stopping rule problems

DOI10.1080/02331939208843754zbMath0814.60036MaRDI QIDQ4327884

Thomas S. Ferguson, James B. MacQueen

Publication date: 13 June 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939208843754

zbMATH Keywords

optimal stopping; Markov decision problem; optimality equation; stopping rule problems; stopping with payoff

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

90C40: Markov and semi-Markov decision processes

62L15: Optimal stopping in statistics

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