On the optimal stopping problem of inhomogeneous Markov process (Q3589309)
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scientific article; zbMATH DE number 5788374
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| English | On the optimal stopping problem of inhomogeneous Markov process |
scientific article; zbMATH DE number 5788374 |
Statements
20 September 2010
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inhomogeneous Markov process
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stopping time
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payoff
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excessive function
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extension of state space
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universal completion
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0.9210716485977172
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