Countable state MDPs with a stopping time constraint

MaRDI QIDQ4647976zbMATH OpenFDO

Authors Masayuki Horiguchi

Publication date 8 November 2012

zbMATH Keywords

mathematical programming formulationcountable state spaceconstrained stopping timestopped Markov decision process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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Cited in

(5)

• Markov decision processes with a stopping time constraint
• Stopped Markov decision processes with multiple constraints
• Stopped decision processes in conjunction with general utility
• scientific article; zbMATH DE number 2196463 (Why is no real title available?)
• scientific article; zbMATH DE number 7730613 (Why is no real title available?)

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