OPTIMAL STOPPING IN A PARTIALLY OBSERVABLE BINARY-VALUED MARKOV-CHAIN WITH COSTLY PERFECT INFORMATION

被引：13

作者：

MONAHAN, GE

机构：

来源：

关键词：

D O I：

10.2307/3213917

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：72 / 81

页数：10

共 13 条

ALBRIGHT, SC .

[2]

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[3]

DERMAN C, 1963, MATH OPTIMIZATION TE

[4]

Derman C., 1970, FINITE STATE MARKOVI

[5]

DYNKIN EB, 1963, DOKL AKAD NAUK SSSR, V150, P238

[6]

MONAHAN G, 1977, THESIS NW U EVANSTON

MONAHAN, GE .

[8] MARKOVIAN DETERIORATION WITH UNCERTAIN INFORMATION [J].

ROSENFIELD, D .

[9] QUALITY CONTROL UNDER MARKOVIAN DETERIORATION [J].

ROSS, SM .

MANAGEMENT SCIENCE SERIES A-THEORY, 1971, 17 (09) :587-596

[10]

ROSS SM, 1970, APPLIED PROBABILITY