General optimal stopping theorems for semi-Markov processes (Q4278394)
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scientific article; zbMATH DE number 496255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | General optimal stopping theorems for semi-Markov processes |
scientific article; zbMATH DE number 496255 |
Statements
General optimal stopping theorems for semi-Markov processes (English)
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19 May 1994
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optimal stopping
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semi-Markov process
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dynamic programming equations
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conditional expectations
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shock models
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