Gordienko, Evgueni; Yushkevich, Alexander - In: Mathematical Methods of Operations Research 57 (2003) 3, pp. 345-365
We consider a switching model for a Markov chain x <Subscript> t </Subscript> with a transition probability p(x|B). The goal of a controller is to maximize the average gain by selecting a sequence of stopping times, in which the controller gets rewards and pays costs (depending on x <Subscript> t </Subscript>) in an alternating order. We...</subscript></subscript>