Optimal Stopping Problem in A Finite State Partially Observable Markov Chain

DOI10.1080/02522667.1983.10698757zbMath0511.60042OpenAlexW2072205159MaRDI QIDQ4748916

Tōru Nakai

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1080/02522667.1983.10698757

zbMATH Keywords

Markov decision processoptimal policyimperfect state information

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

A partially observable decision problem under a shifted likelihood ratio ordering

Cites Work

• Optimal control of Markov processes with incomplete state-information. II: The convexity of the loss-function
• Optimal Stopping in a Partially Observable Markov Process with Costly Information
• Quality Control under Markovian Deterioration
• A Sequential Stochastic Assignment Problem
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