On stopped decision processes with discrete time parameter
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Publication:1226042
DOI10.1016/0304-4149(75)90032-0zbMath0326.90065OpenAlexW2008802725MaRDI QIDQ1226042
Publication date: 1975
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(75)90032-0
Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Mathematical programming (90C99) Hamilton-Jacobi theories (49L99)
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