A problem of optimal stopping with incomplete information
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Publication:598703
zbMath0413.60044MaRDI QIDQ598703
V. L. Frejdlina, Mark I. Freidlin
Publication date: 1977
Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)
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