Perturbation methods in optimal stopping with average cost criterion

DOI10.1080/17442509408833892MaRDI QIDQ4840932zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3773426 (Why is no real title available?)
• scientific article; zbMATH DE number 3793150 (Why is no real title available?)
• scientific article; zbMATH DE number 3505982 (Why is no real title available?)
• scientific article; zbMATH DE number 3215021 (Why is no real title available?)
• Dynkin games and martingale methods
• Long-term average cost control problems for continuous time Markov processes: A survey
• On average cost stopping time problems
• On ergodic impulsive control problems

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