General optimal stopping theorems for semi-Markov processes (Q4278394): Difference between revisions

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Latest revision as of 18:10, 19 March 2024

scientific article; zbMATH DE number 496255
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English
General optimal stopping theorems for semi-Markov processes
scientific article; zbMATH DE number 496255

    Statements

    General optimal stopping theorems for semi-Markov processes (English)
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    19 May 1994
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    optimal stopping
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    semi-Markov process
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    dynamic programming equations
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    conditional expectations
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    shock models
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