Optimal stopping of a piecewise-deterministic markov process (Q3750724): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/17442508608833426 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2327387105 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Point processes and queues. Martingale dynamics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Representation of Martingales of Jump Processes / rank | |||
Normal rank | |||
Latest revision as of 18:28, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping of a piecewise-deterministic markov process |
scientific article |
Statements
Optimal stopping of a piecewise-deterministic markov process (English)
0 references
1986
0 references
sequential methods
0 references
optimal stopping problem
0 references
nonstandard Markov processes
0 references
dynamic programming
0 references
