Optimal Stopping Problem with Controlled Recall

DOI10.1017/S0269964800005076zbMath0968.60038MaRDI QIDQ4950710

Tsuyoshi Saito

Publication date: 2 September 2001

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingMarkov decision processbackward solicitationreserving cost

Mathematics Subject Classification ID

Search theory (90B40) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

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