On the construction of the cost in the generalized optimal stopping problem for a random sequence (Q2639416)
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scientific article; zbMATH DE number 4184525
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| English | On the construction of the cost in the generalized optimal stopping problem for a random sequence |
scientific article; zbMATH DE number 4184525 |
Statements
On the construction of the cost in the generalized optimal stopping problem for a random sequence (English)
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1991
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See the review in Zbl 0681.60044.
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Hammerstein's operator
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randomized stopping time
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Bellman equation
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