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Wessels, J.

Stopping times and Markov programming. (English) Zbl 0413.90078

Information theory, statistical decision functions, random processes; Trans. 7th Prague Conf., Vol. A, Prague 1974, 575-586 (1977).
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scan of Zbl 0413.90078

Cited in 1 Document

MSC:

90C47 Minimax problems in mathematical programming
60G40 Stopping times; optimal stopping problems; gambling theory

Keywords:

stopping times; finite state Markov decision processes; finite decision spaces; total expected discounted reward; infinite time horizon; policy improvement procedures

Citations:

Zbl 0408.00010
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