On optimal stopping for time-dependent gain function

MaRDI QIDQ3077850zbMATH OpenFDO

Authors Besarion Dochviri, B. Meladze, Petre Babilua

Publication date 22 February 2011

zbMATH Keywords

gain functioninhomogeneous Markov processoptimal stoppingstopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on general state spaces (60J25) Probabilistic games; gambling (91A60)

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