On the construction of the cost in the generalized optimal stopping problem for a random sequence

DOI10.1007/BF01104061MaRDI QIDQ2639416zbMATH OpenOpenAlexFDO

Authors N. V. Ehlbakidze

Publication date 1991

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01104061

zbMATH Keywords

Bellman equationHammerstein's operatorrandomized stopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Markov and semi-Markov decision processes (90C40)

Review text

See the review in Zbl 0681.60044.

This page was built for publication: On the construction of the cost in the generalized optimal stopping problem for a random sequence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2639416)