CONTROLLED MARKOV JUMP PROCESSES ASSOCIATED WITH A CHOICE OF STOPPING RULES
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Publication:3952915
DOI10.2206/kyushumfs.34.311zbMath0491.60043OpenAlexW1998601579MaRDI QIDQ3952915
Publication date: 1980
Published in: Memoirs of the Faculty of Science, Kyushu University. Series A, Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2206/kyushumfs.34.311
dynamic programmingoptimal stoppingcontinuous-time Markov decision processesfunctional equation involving infinitesimal operators
Minimax problems in mathematical programming (90C47) Stopping times; optimal stopping problems; gambling theory (60G40)
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