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

DOI10.1007/BF01104061zbMath0718.60039OpenAlexW2051218017MaRDI QIDQ2639416

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 equationrandomized stopping timeHammerstein's operator

Mathematics Subject Classification ID

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

Cites Work

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