On the Theory of Optimal Stopping Rules for Markov Processes

DOI10.1137/1118032zbMath0292.60137OpenAlexW1964284747MaRDI QIDQ4043927

Hans-Jürgen Engelbert

Publication date: 1973

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1118032

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov processes (60J99)

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