Monotonically Improving Limit-Optimal Strategies in Finite-State Decision Processes

DOI10.1287/MOOR.12.3.463zbMath0637.90101OpenAlexW2014747857MaRDI QIDQ3778566

Theodore P. Hill, Jan van der Wal

Publication date: 1987

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/dda2806a54f82effebe652d53097eb9dd514628b

zbMATH Keywords

finite-state leavable gamblingfinite-state Markov decision processmonotonically improving limit-optimal strategies

Mathematics Subject Classification ID

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

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