On the construction of the cost in the generalized optimal stopping problem for a random sequence (Q2639416)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the construction of the cost in the generalized optimal stopping problem for a random sequence |
scientific article |
Statements
On the construction of the cost in the generalized optimal stopping problem for a random sequence (English)
0 references
1991
0 references
See the review in Zbl 0681.60044.
0 references
Hammerstein's operator
0 references
randomized stopping time
0 references
Bellman equation
0 references