Stochastic revision opportunities in Markov decision problems
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DOI: 10.1007/s10479-019-03252-9
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Cited by:
- Yevgeny Tsodikovich, 2021. "The worst-case payoff in games with stochastic revision opportunities," Annals of Operations Research, Springer, vol. 300(1), pages 205-224, May.
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More about this item
Keywords
Markov decision process; Stochastic dominance; Commitment; Exogenous timing;All these keywords.
JEL classification:
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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