Some time-invariant stopping rule problems
From MaRDI portal
Publication:4327884
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
optimal stopping; Markov decision problem; optimality equation; stopping rule problems; stopping with payoff
60G40: Stopping times; optimal stopping problems; gambling theory
90C40: Markov and semi-Markov decision processes
62L15: Optimal stopping in statistics
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