Dynamic Programming by Exchangeability

DOI10.1137/0218032zbMath0673.60048OpenAlexW2036737863MaRDI QIDQ3827331

Shuo-Yen Robert Li

Publication date: 1989

Published in: SIAM Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0218032

zbMATH Keywords

exchangeable random variablesdynamic exchangeable programmingexchangeable stopping timesymmetric payoff function

Mathematics Subject Classification ID

Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Exchangeability for stochastic processes (60G09)

This page was built for publication: Dynamic Programming by Exchangeability