Control-limit policies for a class of stopping time problems with termination restrictions

DOI10.1007/s11590-014-0843-6zbMath1332.90334OpenAlexW2022037198MaRDI QIDQ499675

Yan Xia, Murat Kurt

Publication date: 6 October 2015

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-014-0843-6

zbMATH Keywords

Markov decision processcontrol-limit policytermination restriction

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

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