The optimal value of markov stopping problems with one-step look ahead policy
The optimal value of markov stopping problems with one-step look ahead policy
复制标题
一步前瞻策略的马尔可夫停止问题的最优值
DOI：
10.2307/3213983
复制
发表时间：
1988
影响因子：
1
通讯作者：
M. Yasuda
中科院分区：
文献类型：
--
作者：
M. Yasuda
本文处理马尔可夫链上的停止问题，其中 OLA（一步向前看）策略是最优的。其相关的最优值可以通过立即奖励和一步后奖励之间的差值的电荷函数的潜力来明确地表达。作为最佳选择问题的应用，我们将获得三个问题的值：经典秘书问题、拒绝概率问题和随机数量对象问题。
This paper treats stopping problems on Markov chains in which the OLA (one-step look ahead) policy is optimal. Its associated optimal value can be explicitly expressed by a potential for a charge function of the difference between the immediate reward and the one-step-after reward. As an application to the best choice problem, we shall obtain the value of three problems: the classical secretary problem, a problem with a refusal probability and a problem with a random number of objects.