Robustness estimating of optimal stopping problem with unbounded revenue and cost functions

MaRDI QIDQ3568063zbMATH OpenFDO

Authors Elena Zaitseva

Publication date 17 June 2010

zbMATH Keywords

stopping timestability indexdiscrete-time Markov processweighted total variation normN-contractive operatortotal expected return

Mathematics Subject Classification ID

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

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(4)

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• Stability estimating in optimal stopping problem

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