A Finite Time Horizon Optimal Stopping Problem with Regime Switching
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Publication:3083261
DOI10.1137/080739550zbMath1210.60042MaRDI QIDQ3083261
Publication date: 21 March 2011
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/080739550
60J25: Continuous-time Markov processes on general state spaces
60G40: Stopping times; optimal stopping problems; gambling theory
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