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

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

Recommendations

• Optimal stopping for partially observed piecewise-deterministic Markov processes
• Approximations of the optimal stopping problem in partial observation
• Mixed control problem under partial observation
• Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation
• Partially observed optimal stopping problem for discrete-time Markov processes

Cited in

(4)

• 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
• Partially observed optimal stopping problem for discrete-time Markov processes

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