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Optimal stopping with a capacity constraint: generalizing Shepp's urn scheme - MaRDI portal

Optimal stopping with a capacity constraint: generalizing Shepp's urn scheme (Q2294325)

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Optimal stopping with a capacity constraint: generalizing Shepp's urn scheme
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    Optimal stopping with a capacity constraint: generalizing Shepp's urn scheme (English)
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    10 February 2020
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    optimal stopping
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    sampling policy
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    urn models
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    Markov decision process
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