Markov Chain Hitting Times
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Publication:4648512
DOI10.1080/07362994.2012.704848zbMath1253.60080OpenAlexW2017555708MaRDI QIDQ4648512
John van der Hoek, Robert J. Elliott, David D. Sworder
Publication date: 9 November 2012
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2012.704848
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)
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