Optimal stopping rules for jump processes

DOI10.1215/kjm/1250522107zbMath0468.60045OpenAlexW1519509836MaRDI QIDQ1156424

Keigo Yamada

Publication date: 1981

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250522107

zbMATH Keywords

optimal stopping problemsmonotone processconcave processoptimal machine replacement problems

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Explicit formula of optimal replacement under additive shock processes ⋮ A bound for the expected hitting time of storage processes

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