Optimal Stopping of a Markov Process

DOI10.1137/1116076zbMath0273.60027OpenAlexW1995604581MaRDI QIDQ5180641

A. G. Fakeev

Publication date: 1971

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1116076

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

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