scientific article; zbMATH DE number 3925901

MaRDI QIDQ3700532zbMATH OpenFDO

Authors Hiroaki Morimoto

Publication date 1984

zbMATH Keywords

optimal stoppingpartial observationspenalized equation

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Optimal stopping for partially observed piecewise-deterministic Markov processes
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• Mixed control problem under partial observation
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Cited in

(4)

• Partially observed optimal stopping problem for discrete-time Markov processes
• Optimal stopping for partially observed piecewise-deterministic Markov processes
• Approximations of the optimal stopping problem in partial observation
• Phase-Type Distributions and Optimal Stopping for Autoregressive Processes

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