On the optimal stopping problem of inhomogeneous Markov process

MaRDI QIDQ3589309zbMATH OpenFDO

Authors

Publication date 20 September 2010

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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