On the optimal stopping problem of inhomogeneous Markov process

zbMATH Open1203.60106MaRDI QIDQ3589309FDOQ3589309

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Publication date: 20 September 2010

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zbMATH Keywords

stopping timeexcessive functionuniversal completionpayoffinhomogeneous Markov processextension of state space

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Stochastic models in economics (91B70)

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