scientific article; zbMATH DE number 3925901

zbMATH Open0578.60045MaRDI QIDQ3700532FDOQ3700532

Authors: Hiroaki Morimoto 

Publication date: 1984

Title of this publication is not available (Why is that?)

Recommendations

• Optimal stopping for partially observed piecewise-deterministic Markov processes
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• 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

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)

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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