On general optimal stopping problems using penalty method
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Publication:4898883
DOI10.1515/dema-2013-0385zbMath1260.60077OpenAlexW1013055047MaRDI QIDQ4898883
Publication date: 3 January 2013
Published in: Demonstratio Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dema-2013-0385
Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
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