Countable state MDPs with a stopping time constraint

zbMATH Open1284.90092MaRDI QIDQ4647976FDOQ4647976

Authors: Masayuki Horiguchi 

Publication date: 8 November 2012

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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)

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
• Title not available (Why is that?)
• Title not available (Why is that?)

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