On the construction of the cost in the generalized optimal stopping problem for a random sequence (Q2639416): Difference between revisions

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On the construction of the cost in the generalized optimal stopping problem for a random sequence
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    On the construction of the cost in the generalized optimal stopping problem for a random sequence (English)
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    1991
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    See the review in Zbl 0681.60044.
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    Hammerstein's operator
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    randomized stopping time
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    Bellman equation
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