Statistical inference for a finite optimal stopping problem with unknown transition probabilities
type: Item
instance of: scholarly article
title: Statistical inference for a finite optimal stopping problem with unknown transition probabilities
zbMATH Open document ID: 1039.62076
DOI: 10.1007/BF02595820
published in: Test
publication date: 2004-03-07T00:00:00Z
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 2051815
zbMATH Keywords: dynamic programming
zbMATH Keywords: stretch estimator
zbMATH Keywords: convergence
author: Tomás Prieto-Rumeau
MaRDI profile type: Publication
cites work: Q3292891
cites work: Q5538132
cites work: Adaptive control of discounted Markov decision chains
cites work: Learning algorithms for Markov decision processes
cites work: Q3908823
cites work: Estimation and control in Markov chains
full work available at URL: https://doi.org/10.1007/bf02595820
OpenAlex ID: W2085122762
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description: scientific article; zbMATH DE number 2051815