Discrete time multi-parameter optimal stopping problems with multiple plays and switching costs

DOI10.1080/09720502.2003.10700344zbMath1049.60034OpenAlexW1990487316MaRDI QIDQ4465498

Teruo Tanaka

Publication date: 9 June 2004

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2003.10700344

zbMATH Keywords

optimal stopping problemtacticmulti-parameter stochastic process

Mathematics Subject Classification ID

Random fields (60G60) Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• Two-parameter optimal stopping problem with switching costs
• Markov strategies for optimal control problems indexed by a partially ordered set
• Toward a stochastic calculus for several Markov processes
• Stopping rules and tactics for processes indexed by a directed set
• Discrete multiarmed bandits and multiparameter processes
• Two parameter optimal stopping and bi-Markov processes
• Multi-armed bandit problems with multiple plays and switching cost
• Optimal stopping and supermartingales over partially ordered sets

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