Stopped decision processes in conjunction with general utility

DOI10.1080/02522667.2001.10699489MaRDI QIDQ2766113zbMATH OpenOpenAlexFDO

Authors Yoshinobu Kadota, Masami Kurano, Masami Yasuda

Publication date 27 January 2002

Published in Journal of Information \& Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.2001.10699489

zbMATH Keywords

Bandit problemsexponential utility functionsMarkov decision processoptimal pairpiecewise deterministic Markov processesstopping problemstopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Recommendations

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Cites work

• Discounted MDP’s: Distribution Functions and Exponential Utility Maximization
• scientific article; zbMATH DE number 49674 (Why is no real title available?)
• scientific article; zbMATH DE number 700091 (Why is no real title available?)
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Impulse control of piecewise deterministic Markov processes
• Indices for families of competing Markov decision processes with influence
• Minimising a threshold probability in discounted Markov decision processes
• On the General Utility of Discounted Markov Decision Processes
• On the Gittins index for multiarmed bandits
• Risk Aversion in the Small and in the Large
• Risk-Sensitive Markov Decision Processes
• Stopped decision processes on complete separable metric spaces
• The variance of discounted Markov decision processes

Cited in

(5)

• scientific article; zbMATH DE number 4102335 (Why is no real title available?)
• On the General Utility of Discounted Markov Decision Processes
• scientific article; zbMATH DE number 1379223 (Why is no real title available?)
• Risk-sensitive stopping problems for continuous-time Markov chains
• Infinite stage nondeterministic stopped decision processes and maximum linear equation

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