Monitoring with Limited Information

We consider a system with an evolving state that can be stopped at any time by a decision maker (DM), yielding a state-dependent reward. The DM does not observe the state except for a limited number of monitoring times, which he must choose, in conjunction with a suitable stopping policy, to maximiz...

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Bibliographic Details
Main Authors: Iancu, Dan Andrei, Trichakis, Nikolaos, Yoon, Do Young
Other Authors: Sloan School of Management
Format: Article
Language:English
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2021
Online Access:https://hdl.handle.net/1721.1/130443