CHARACTERIZATIONS OF OPTIMAL POLICIES IN A GENERAL STOPPING PROBLEM AND STABILITY ESTIMATING

DOI10.1017/S0269964814000035zbMath1308.60046MaRDI QIDQ2875238

Andrey Novikov, Evgueni I. Gordienko

Publication date: 14 August 2014

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

stabilityoptimal stoppingdiscrete-time process

Mathematics Subject Classification ID

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

Related Items

Stability Estimation of Transient Markov Decision Processes ⋮ Characterization of optimality in classes of ``truncatable stopping rules

Uses Software

• NMRDPP

Cites Work

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