The problem of optimal stopping in a partially observable Markov chain

DOI10.1007/BF00938445zbMATH Open0543.60054OpenAlexW2022916811MaRDI QIDQ796176FDOQ796176

Authors: Tōru Nakai 

Publication date: 1985

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938445

Recommendations

• scientific article; zbMATH DE number 1086998
• Optimal stopping model with unknown transition probabilities
• Optimal stopping problem on finite Markov chain
• Approximations of the optimal stopping problem in partial observation
• Optimal stopping for partially observed piecewise-deterministic Markov processes

zbMATH Keywords

Markov decision processpartially observable Markov chainmultiple stopping problemoptimal-stopping problem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Cites Work

• Optimal Sequential Procedures when More Than one Stop is Required
• Title not available (Why is that?)
• Quality Control under Markovian Deterioration
• A Sequential Stochastic Assignment Problem
• Optimal control of Markov processes with incomplete state-information. II: The convexity of the loss-function
• Optimal issuing policies under stochastic field lives
• Scheduling Jobs Subject to Nonhomogeneous Poisson Shocks
• Countable-state average-cost regenerative stopping problems
• Optimal Stopping in a Partially Observable Markov Process with Costly Information
• Optimal Assignment tor a Random Sequence with an unknown Parameter
• Title not available (Why is that?)
• A Simple Model of Search for a Moving Target

Cited In (13)

• Properties of a job search problem on a partially observable Markov chain in a dynamic economy
• Title not available (Why is that?)
• A Sequential Stochastic Assignment Problem in a Partially Observable Markov Chain
• Optimal Stopping by Means of Point Process Observations with Applications in Reliability
• Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media
• Approximations of the optimal stopping problem in partial observation
• A partially observable decision problem under a shifted likelihood ratio ordering
• Title not available (Why is that?)
• Title not available (Why is that?)
• Structural results for partially observed control models
• A Stochastic Ordering and Related Sequential Decision Problems
• Optimal Threshold Policies for Multivariate Stopping-Time POMDPs
• Monotone stopping rules forstochastic processes in a semimartingale representation with applications

This page was built for publication: The problem of optimal stopping in a partially observable Markov chain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796176)