The problem of optimal stopping in a partially observable Markov chain

DOI10.1007/BF00938445zbMath0543.60054OpenAlexW2022916811MaRDI QIDQ796176

Tōru Nakai

Publication date: 1985

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938445

zbMATH Keywords

Markov decision processpartially observable Markov chainmultiple stopping problemoptimal-stopping problem

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)

Related Items (5)

Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media ⋮ Structural results for partially observed control models ⋮ A partially observable decision problem under a shifted likelihood ratio ordering ⋮ A Stochastic Ordering and Related Sequential Decision Problems ⋮ Monotone stopping rules forstochastic processes in a semimartingale representation with applications

Cites Work

• Unnamed Item
• Unnamed Item
• Optimal control of Markov processes with incomplete state-information. II: The convexity of the loss-function
• Scheduling Jobs Subject to Nonhomogeneous Poisson Shocks
• Optimal Stopping in a Partially Observable Markov Process with Costly Information
• Optimal Assignment tor a Random Sequence with an unknown Parameter
• Countable-state average-cost regenerative stopping problems
• Optimal issuing policies under stochastic field lives
• Optimal Sequential Procedures when More Than one Stop is Required
• A Simple Model of Search for a Moving Target
• Quality Control under Markovian Deterioration
• A Sequential Stochastic Assignment Problem

This page was built for publication: The problem of optimal stopping in a partially observable Markov chain