Perturbation methods in optimal stopping with average cost criterion (Q4840932)
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scientific article; zbMATH DE number 781056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbation methods in optimal stopping with average cost criterion |
scientific article; zbMATH DE number 781056 |
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Perturbation methods in optimal stopping with average cost criterion (English)
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2 January 1996
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non-terminating homogeneous Markov process
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first exit time
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penalty- equation approach
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perturbation method
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existence of an optimal stopping time
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associated finite-time problem
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