Optimal stopping of a piecewise-deterministic markov process

DOI10.1080/17442508608833426zbMath0611.60039MaRDI QIDQ3750724

Ulrich S. Gugerli

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833426

zbMATH Keywords

dynamic programming; optimal stopping problem; sequential methods; nonstandard Markov processes

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60G40: Stopping times; optimal stopping problems; gambling theory

60J99: Markov processes

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Cites Work

• Point processes and queues. Martingale dynamics
• The Representation of Martingales of Jump Processes