Optimal stopping problems for differential equations perturbed by a poisson process

DOI10.1002/NAV.3800280307MaRDI QIDQ3921911zbMATH OpenOpenAlexFDO

Authors K. H. Wickwire

Publication date 1981

Published in Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.3800280307

zbMATH Keywords

dynamic programming equationoptimal stopping problems

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Queueing theory (aspects of probability theory) (60K25) Optimal stopping in statistics (62L15)

Cited in

(1)

• The exit problem for certain dynamical systems with small poisson disturbances

This page was built for publication: Optimal stopping problems for differential equations perturbed by a poisson process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3921911)