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zbMath0645.60049MaRDI QIDQ3788818

V. M. Dochviri

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

rate of convergence stopping times optimal stopping of a Wiener process with incomplete data optimal stopping of controlled partially observable processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

On the optimal stopping with incomplete data

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