Optimal Stopping for a Markov Process: A New Characterisation of the Optimal Policy
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Publication:3894719
DOI10.1287/MOOR.5.4.567zbMATH Open0448.60032OpenAlexW2087255080MaRDI QIDQ3894719FDOQ3894719
Publication date: 1980
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.5.4.567
Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40)
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