A partially observable decision problem under a shifted likelihood ratio ordering

DOI10.1016/0895-7177(95)00201-CzbMath0840.90128OpenAlexW2024210745MaRDI QIDQ1905881

Yanyan Li

Publication date: 22 January 1996

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(95)00201-c

zbMATH Keywords

optimal stoppingshifted likelihood ratio orderingpartially observable sequential decision problemprior and posterior information

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (7)

A partially observable decision problem under a shifted likelihood ratio ordering ⋮ Preservation properties of stochastic orders by transformation to the transmuted-G model ⋮ An analytic proof of the preservation of the up-shifted likelihood ratio order under convolutions. ⋮ Stochastic Orderings of Integer Valued Random Variables ⋮ Some preservation properties of shifted stochastic orders ⋮ On Upshifted Reversed Mean Residual Life Order ⋮ On preservation of some shifted and proportional orders by systems

Cites Work

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• The problem of optimal stopping in a partially observable Markov chain
• The preservation of likelihood ratio ordering under convolution
• A partially observable decision problem under a shifted likelihood ratio ordering
• A Stochastic Ordering and Related Sequential Decision Problems
• Uniform stochastic ordering and related inequalities
• Duality theory for bounds on integrals with applications to stop-loss premiums
• A Sequential Stochastic Assignment Problem in a Partially Observable Markov Chain
• Optimal Stopping Problem in A Finite State Partially Observable Markov Chain

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