Value operators of optimal stopping problems for discrete time multiparameter Markov processes

DOI10.1080/09720510.2006.10701205MaRDI QIDQ5423716zbMATH OpenOpenAlexFDO

Authors Teruo Tanaka

Publication date 31 October 2007

Published in Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720510.2006.10701205

zbMATH Keywords

multiparameter optimal stoppingtacticvalue operators

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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