A renewal theory approach to two-state switching problems with infinite values
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Publication:5109486
DOI10.1017/jpr.2019.74zbMath1434.60252OpenAlexW3022465783MaRDI QIDQ5109486
Erik Ekström, Martin Vannestål, Marcus Olofsson
Publication date: 12 May 2020
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2019.74
Dynamic programming (90C39) Optimal stochastic control (93E20) Optimal stopping in statistics (62L15) Portfolio theory (91G10) Renewal theory (60K05)
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