On minimizing expected absorption times

DOI10.1016/0304-4149(73)90011-2MaRDI QIDQ2560680zbMATH OpenOpenAlexFDO

Authors Klaus H. Daniel, Piotr W. Mikulski

Publication date 1973

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(73)90011-2

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites work

• scientific article; zbMATH DE number 3179081 (Why is no real title available?)
• scientific article; zbMATH DE number 3216771 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
• On the functional equation of dynamic programming

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