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zbMath0464.60048MaRDI QIDQ3915724

Keigo Yamada

Publication date: 1979

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

zbMATH Keywords

optimal stopping Dynkin's formula house selling problem optimal dispatching time optimal machine replacement time

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Explicit formula of optimal replacement under additive shock processes

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