Optimal stopping time on discounted semi-Markov processes

DOI10.1007/s11464-021-0919-4zbMath1473.90174arXiv2101.00546OpenAlexW3156916368MaRDI QIDQ2048164

Xianping Guo, Fang Chen, Zhong Wei Liao

Publication date: 5 August 2021

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.00546

zbMATH Keywords

iterative algorithmvalue functionoptimal stopping timeoptimal policysemi-Markov decision processes (SMDPs)semi-Markov processes (SMPs)

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

Related Items (1)

Optimal stopping time on semi-Markov processes with finite horizon

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