Optimal halting policies in Markov population decision chains with constant risk posture

DOI10.1007/s10479-012-1302-3zbMath1306.60103OpenAlexW2030605861MaRDI QIDQ490217

Pelin G. Canbolat

Publication date: 22 January 2015

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1302-3

zbMATH Keywords

dynamic programmingstochastic controlMarkov decision chainsconstant risk posturehalting policies

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)

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