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...
Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
Institute for Operations Research and the Management Sciences (INFORMS)
2021
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Online Access: | https://hdl.handle.net/1721.1/130443 |