scientific article; zbMATH DE number 6472020
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Publication:5501005
zbMATH Open1318.93102MaRDI QIDQ5501005FDOQ5501005
A. B. Piunovskiy, Masayuki Horiguchi
Publication date: 10 August 2015
Title of this publication is not available (Why is that?)
dynamic programmingBayesian methodoptimal stoppingMarkov Decision Process (MDP)unknown transition matrices
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Cited In (4)
- Optimal models with maximizing probability of first achieving target value in the preceding stages
- Title not available (Why is that?)
- Optimal stopping under model uncertainty: randomized stopping times approach
- Statistical inference for a finite optimal stopping problem with unknown transition probabilities
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