Perturbation methods in optimal stopping with average cost criterion

DOI10.1080/17442509408833892zbMATH Open0828.62073OpenAlexW1995659000MaRDI QIDQ4840932FDOQ4840932

Authors: Hiroaki Morimoto 

Publication date: 2 January 1996

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833892

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zbMATH Keywords

first exit timeperturbation methodassociated finite-time problemexistence of an optimal stopping timenon-terminating homogeneous Markov processpenalty- equation approach

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Title not available (Why is that?)
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• Long-term average cost control problems for continuous time Markov processes: A survey
• Title not available (Why is that?)
• Dynkin games and martingale methods
• On ergodic impulsive control problems
• On average cost stopping time problems

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