On average cost stopping time problems
From MaRDI portal
Publication:806159
DOI10.1007/BF01192139zbMath0729.60037MaRDI QIDQ806159
Publication date: 1991
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
60G40: Stopping times; optimal stopping problems; gambling theory
Related Items
Perturbation methods in optimal stopping with average cost criterion, Ergodic control of reflected diffusions with jumps, A stochastic representation theorem with applications to optimization and obstacle problems.
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