Optimal stopping in a partially observable binary-valued markov chain with costly perfect information

DOI10.2307/3213917zbMath0482.60043OpenAlexW2322890683MaRDI QIDQ3940573

George E. Monahan

Publication date: 1982

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213917

zbMATH Keywords

dynamic programmingpartially observable Markov decision processesoptimal stopping in a Markov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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