The problem of optimal stopping in a partially observable Markov chain

DOI10.1007/BF00938445MaRDI QIDQ796176zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• A Sequential Stochastic Assignment Problem
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• Optimal Sequential Procedures when More Than one Stop is Required
• Optimal Stopping in a Partially Observable Markov Process with Costly Information
• Optimal control of Markov processes with incomplete state-information. II: The convexity of the loss-function
• Optimal issuing policies under stochastic field lives
• Quality Control under Markovian Deterioration
• Scheduling Jobs Subject to Nonhomogeneous Poisson Shocks

Cited in

(16)

• Stopping problems with an unknown state
• Monotone stopping rules forstochastic processes in a semimartingale representation with applications
• Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media
• A Stochastic Ordering and Related Sequential Decision Problems
• A partially observable decision problem under a shifted likelihood ratio ordering
• A Sequential Stochastic Assignment Problem in a Partially Observable Markov Chain
• Optimal stopping model with unknown transition probabilities
• Optimal Stopping by Means of Point Process Observations with Applications in Reliability
• Properties of a job search problem on a partially observable Markov chain in a dynamic economy
• Approximations of the optimal stopping problem in partial observation
• scientific article; zbMATH DE number 5713316 (Why is no real title available?)
• Structural results for partially observed control models
• Optimal stopping of seasonal observations and projection of a Markov chain
• Optimal Threshold Policies for Multivariate Stopping-Time POMDPs
• scientific article; zbMATH DE number 5066282 (Why is no real title available?)
• scientific article; zbMATH DE number 2038183 (Why is no real title available?)

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