A Stochastic Ordering and Related Sequential Decision Problems

DOI10.1080/02522667.1990.10699004zbMath0707.90096OpenAlexW2316935162MaRDI QIDQ3489807

Tōru Nakai

Publication date: 1990

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1990.10699004

zbMATH Keywords

partial orderreplacementjob searchsequential decisionmonotonicity conditionspartially observed Markov decision processesdiscrete time Markov processsequential stochastic assignmentBayesian posterior distribution

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Reliability, availability, maintenance, inspection in operations research (90B25) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Optimal stopping in statistics (62L15)

Related Items (1)

A partially observable decision problem under a shifted likelihood ratio ordering

Cites Work

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• The problem of optimal stopping in a partially observable Markov chain
• An optimal inspection and replacement policy under incomplete state information
• Duality theory for bounds on integrals with applications to stop-loss premiums
• A Sequential Stochastic Assignment Problem in a Partially Observable Markov Chain

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