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Revision as of 14:36, 22 February 2024

scientific article; zbMATH DE number 496255
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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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