On the optimal stopping with incomplete data

DOI10.1016/J.TRMI.2018.07.006zbMath1419.60034OpenAlexW3145141891MaRDI QIDQ2317086

Besarion Dochviri, Petre K. Babilua, Zaza Khechinashvili

Publication date: 8 August 2019

Published in: Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.trmi.2018.07.006

zbMATH Keywords

optimal stoppingstopping timepayoffgain functionpartially observable process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• The Optimal Stopping Problem for the Kalman–Bucy Scheme
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