The problem of optimal stopping in a partially observable Markov chain

DOI10.1007/BF00938445zbMATH Open0543.60054OpenAlexW2022916811MaRDI QIDQ796176FDOQ796176

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

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
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• 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
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Cited In (9)

• Title not available (Why is that?)
• 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
• 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
• Monotone stopping rules forstochastic processes in a semimartingale representation with applications

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