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

DOI10.1080/09720510.2006.10701205zbMATH Open1137.60019OpenAlexW2106352611MaRDI QIDQ5423716FDOQ5423716

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

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zbMATH Keywords

multiparameter optimal stoppingtacticvalue operators

Mathematics Subject Classification ID

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

Cited In (3)

• Discrete time multi-parameter optimal stopping problems with multiple plays and switching costs
• Optimal multiple stopping problems for discrete time multiparameter stochastic processes
• The accessibility and multiple filtration structure for discrete time multiparameter optimal multiple stopping problems

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