Approximations of the optimal stopping problem in partial observation

DOI10.2307/3214178zbMath0595.60051OpenAlexW2312902732MaRDI QIDQ3727074

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Publication date: 1986

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214178

zbMATH Keywords

optimal stopping problemapproximation theoremSnell envelopepartially observed Markov process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stopping times; optimal stopping problems; gambling theory (60G40)

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