Decision processes with total-cost criteria

DOI10.1214/AOP/1176994470zbMath0457.60027OpenAlexW2038513339MaRDI QIDQ1151192

Stephen Demko, Theodore P. Hill

Publication date: 1981

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994470

zbMATH Keywords

decision processstationary strategyMarkov strategytotal-cost criteria

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) General considerations in statistical decision theory (62C05)

Related Items (1)

On maximizing the average time at a goal

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