The elimination algorithm for the problem of optimal stopping
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Publication:1299925
zbMath0935.60021MaRDI QIDQ1299925
Publication date: 25 April 2000
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
optimal stoppingMarkov chaindiscrete timesecretary problemelimination algorithmsequential analysis discounting
Related Items (7)
Solution of Optimal Stopping Problem Based on a Modification of Payoff Function ⋮ Optimal Stopping of Seasonal Observations and Projection of a Markov Chain ⋮ On a duration problem with unbounded geometrical horizon ⋮ A generalized Gittins index for a Markov chain and its recursive calculation ⋮ A model of a 2-player stopping game with priority and asynchronous observation ⋮ Parallel computing for Markov chains with islands and ports ⋮ On the forward algorithm for stopping problems on continuous-time Markov chains
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