Stability estimating in optimal stopping problem
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- About stability of risk-seeking optimal stopping
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Cites work
- A robustness result for stochastic control
- An estimate of the stability of optimal control of certain stochastic and deterministic systems
- An optimal stopping problem in risk theory
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Discounted cost optimality problem: Stability with respect to weak metrics
- Error bounds for nonnegative dynamic models
- Estimates for perturbations of average Markov decision processes with a minimal state and upper bounded by stochastically ordered Markov chains.
- Estimates for perturbations of general discounted Markov control chains
- How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities?
- scientific article; zbMATH DE number 4031479 (Why is no real title available?)
- scientific article; zbMATH DE number 4061056 (Why is no real title available?)
- scientific article; zbMATH DE number 1227086 (Why is no real title available?)
- Markov Chains and Stochastic Stability
- Optimal stopping of a risk process: model with interest rates
- Optimal Stopping Rules
- Optimal stopping rules for correlated random walks with a discount
- Perturbation theory for unbounded Markov reward processes with applications to queueing
- Robustness inequality for Markov control processes with unbounded costs
- Stability estimates in the problem of average optimal switching of a Markov chain
Cited in
(7)- Stability estimates in the problem of average optimal switching of a Markov chain
- Central limit theorem for the estimator of the value of an optimal stopping problem
- Characterizations of optimal policies in a general stopping problem and stability estimating
- About stability of risk-seeking optimal stopping
- Robustness estimating of optimal stopping problem with unbounded revenue and cost functions
- Stability estimation of transient Markov decision processes
- Optimal stopping model with unknown transition probabilities
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