scientific article; zbMATH DE number 960922

MaRDI QIDQ5689153zbMATH OpenFDO

Authors Yoshinobu Kadota, Masami Kurano, Masami Yasuda

Publication date 10 June 1997

zbMATH Keywords

denumerable Markov chainsexponential utility functionoptimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Dynamic programming (90C39) Individual preferences (91B08) Utility theory (91B16)

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Cited in

(5)

• An approach to stopping problems of a dynamic fuzzy system
• Stopped decision processes in conjunction with general utility
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• Risk-sensitive stopping problems for continuous-time Markov chains

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