The elimination algorithm for the problem of optimal stopping
Year of publication: |
1999
|
---|---|
Authors: | Sonin, Isaac M. |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 49.1999, 1, p. 111-123
|
Subject: | Suchtheorie | Search theory | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain | Theorie | Theory |
-
Trading off quick versus slow actions in optimal search
Shechter, Steven M., (2015)
-
On an optimal extraction problem with regime switching
Ferrari, Giorgio, (2016)
-
Discrete-time control with non-constant discount factor
Jasso-Fuentes, Héctor, (2020)
- More ...
-
Gordon, Alexander, (2009)
-
Continue, quit, restart probability model
Sonin, Isaac M., (2016)
-
Notes on equivalent stationary policies in Markov decision processes with total rewards
Feinberg, Eugene A., (1996)
- More ...