Optimal stopping rules for jump processes

DOI10.1215/KJM/1250522107MaRDI QIDQ1156424zbMATH OpenOpenAlexFDO

Authors Keigo Yamada

Publication date 1981

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250522107

zbMATH Keywords

concave processmonotone processoptimal machine replacement problemsoptimal stopping problems

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cited in

(2)

• Explicit formula of optimal replacement under additive shock processes
• A bound for the expected hitting time of storage processes

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