Statistical inference for a finite optimal stopping problem with unknown transition probabilities

DOI10.1007/BF02595820zbMath1039.62076OpenAlexW2085122762MaRDI QIDQ1423869

Tomás Prieto-Rumeau

Publication date: 7 March 2004

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02595820

zbMATH Keywords

convergencedynamic programmingstretch estimator

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Optimal stopping in statistics (62L15)

Related Items (1)

Central limit theorem for the estimator of the value of an optimal stopping problem

Cites Work

• Adaptive control of discounted Markov decision chains
• Learning algorithms for Markov decision processes
• Estimation and control in Markov chains
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