Optimal stopping problems for differential equations perturbed by a poisson process

DOI10.1002/NAV.3800280307zbMath0468.60044OpenAlexW2028352179MaRDI QIDQ3921911

K. H. Wickwire

Publication date: 1981

Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.3800280307

zbMATH Keywords

dynamic programming equationoptimal stopping problems

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (1)

The exit problem for certain dynamical systems with small poisson disturbances

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