Optimal Stopping of a Discrete Markov Process by Two Decision Makers

DOI10.1137/S0363012993246877MaRDI QIDQ4858770zbMATH OpenOpenAlexFDO

Authors Krzysztof J. Szajowski

Publication date 19 December 1995

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012993246877

zbMATH Keywords

discrete time Markov processoptimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

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