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Optimal stopping of Markov chains and three abstract optimization problems - MaRDI portal

Optimal stopping of Markov chains and three abstract optimization problems (Q3108369)

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Optimal stopping of Markov chains and three abstract optimization problems
scientific article

    Statements

    title
    Optimal stopping of Markov chains and three abstract optimization problems (English)
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    author
    Isaac M. Sonin
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    published in
    Stochastics
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    publication date
    3 January 2012
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    zbMATH Keywords
    Gittins index
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    Markov chain
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    optimal stopping
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    the elimination algorithm
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    Identifiers

    Mathematics Subject Classification ID
    60J22
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    65C40
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    60G40
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    90C40
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    zbMATH DE Number
    5994068
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    OpenAlex ID
    W1976123137
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