Infinite horizon stopping problems with (nearly) total reward criteria

DOI10.1016/J.SPA.2014.07.009zbMath1390.60156arXiv1401.6905OpenAlexW2165546891WikidataQ59898433 ScholiaQ59898433MaRDI QIDQ744226

Łukasz Stettner, Jan Palczewski

Publication date: 6 October 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.6905

zbMATH Keywords

infinite horizonoptimal stoppingtotal rewardgeneral Markovian discountingnon-uniformly ergodic Markov processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (5)

Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case ⋮ A verification theorem for optimal stopping problems with expectation constraints ⋮ An Optimal Stopping Problem Arising from a Decision Model with Many Agents ⋮ Ergodic impulse control with constraint: locally compact case ⋮ An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems

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