A matrix representation of fields and filtrations and its application to stochastic control problems
DOI10.1080/02522667.1997.10699315zbMATH Open0885.60036OpenAlexW2015094837MaRDI QIDQ4354093FDOQ4354093
Authors: Teruo Tanaka 
Publication date: 31 March 1998
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.1997.10699315
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Cites Work
- Title not available (Why is that?)
- Compactness of stopping times
- Title not available (Why is that?)
- Markov strategies for optimal control problems indexed by a partially ordered set
- Two parameter optimal stopping and bi-Markov processes
- Optimal stopping and supermartingales over partially ordered sets
- On randomized stopping points and perfect graphs
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