On optimal stopping of risk processes with regime switching
DOI10.1515/DEMA-2013-0375zbMATH Open1267.91042OpenAlexW953126402MaRDI QIDQ4898893FDOQ4898893
Authors: Adam Pasternak-Winiarski, Elżbieta Z. Ferenstein 
Publication date: 3 January 2013
Published in: Demonstratio Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dema-2013-0375
Recommendations
regime switchingdynamic programmingoptimal stoppingBayesian approachrisk processdisorder problemmultiple disorder
Dynamic programming (90C39) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Markov and semi-Markov decision processes (90C40)
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Cited In (3)
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