Optimal stopping with continuous control of piecewise deterministic Markov processes

DOI10.1080/17442500008834245MaRDI QIDQ4504922zbMATH OpenOpenAlexFDO

Authors C. A. B. Raymundo, Oswaldo Luiz V. Costa, F. Dufour

Publication date 23 August 2001

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442500008834245

zbMATH Keywords

continuous controldeterministic Markov processesjump rateoptimal stoppingtransition measure

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)

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