General optimal stopping theorems for semi-Markov processes
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Publication:4278394
DOI10.2307/1427794zbMath0787.60051OpenAlexW2331416926MaRDI QIDQ4278394
José Gouweleeuw, Frans A. Boshuizen
Publication date: 19 May 1994
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427794
optimal stoppingshock modelsconditional expectationssemi-Markov processdynamic programming equations
Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Paired and multiple comparisons; multiple testing (62J15)
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