Optimal halting policies in Markov population decision chains with constant risk posture
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Publication:490217
DOI10.1007/s10479-012-1302-3zbMath1306.60103OpenAlexW2030605861MaRDI QIDQ490217
Publication date: 22 January 2015
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-012-1302-3
Dynamic programming (90C39) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20)
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