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Application of an Extremization Method to a Linear Integral of a Statistical Decision Problem

โœ Scribed by G. Mastroeni


Book ID
110362268
Publisher
Springer
Year
2001
Tongue
English
Weight
91 KB
Volume
109
Category
Article
ISSN
0022-3239

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โœ Nobuo Matsubayashi; Hisakazu Nishino ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 119 KB

This paper presents an application of Lemke's method to a class of Markov decision problems, appearing in the optimal stopping problems, and other well-known optimization problems. We consider a special case of the Markov decision problems with ยฎnitely many states, where the agent can choose one of