On minimizing expected absorption times

DOI10.1016/0304-4149(73)90011-2zbMath0261.60049OpenAlexW2028262435MaRDI QIDQ2560680

Klaus H. Daniel, Piotr W. Mikulski

Publication date: 1973

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(73)90011-2

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Cites Work

• On the functional equation of dynamic programming
• Instationäre dynamische Optimierung bei schwachen Voraussetzungen über die Gewinnfunktionen
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