Optimal Switching Problem for Markov Chains

A. A. Yushkevich
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A. A. Yushkevich: University of North Carolina at Charlotte, Department of Mathematics

Chapter Chapter 15 in Markov Processes and Controlled Markov Chains, 2002, pp 255-286 from Springer

Abstract: Abstract We consider the following multi-step version of the optimal stopping problem. There is a Markov chain {x t} with a Borel state space X, and there are two functions f

Keywords: Markov Chain; MARKOV Process; Preference Function; Markov Decision Process; Reward Function (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/978-1-4613-0265-0_15

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