Double Optimal Stopping in the Fishing Problem

DOI10.1239/jap/1245676097zbMath1172.60312OpenAlexW2059628482MaRDI QIDQ5321759

Anna Karpowicz

Publication date: 15 July 2009

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1245676097

zbMATH Keywords

dynamic programmingoptimal stoppinginfinitesimal generatorsemi-Markov processfishing problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov renewal processes, semi-Markov processes (60K15)

Related Items (3)

A bilevel programming approach to double optimal stopping ⋮ Optimal stopping time on semi-Markov processes with finite horizon ⋮ Approaches to multistage one-shot decision making

Cites Work

• Unnamed Item
• Unnamed Item
• Optimal Stopping by Means of Point Process Observations with Applications in Reliability
• Double optimal stopping of a risk process
• Optimal stopping in a size dependent search
• Optimal and adaptive stopping based on capture times
• Estimating a mean from delayed observations
• General optimal stopping theorems for semi-Markov processes
• Optimal stopping of a risk process

This page was built for publication: Double Optimal Stopping in the Fishing Problem