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On infinite horizon optimal stopping of general random walk - MaRDI portal

On infinite horizon optimal stopping of general random walk (Q2483012)

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On infinite horizon optimal stopping of general random walk
scientific article

    Statements

    title
    On infinite horizon optimal stopping of general random walk (English)
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    author
    Jukka Lempa
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    publication date
    5 May 2008
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    zbMATH Keywords
    general random walk
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    optimal stopping
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    minimal functions
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    continuous pasting
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60G40
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    91G80
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    49J55
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    49K30
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    zbMATH DE Number
    5270717
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    OpenAlex ID
    W2134775718
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