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zbMath0501.60053MaRDI QIDQ3966865

Gerald Mazziotto

Publication date: 1982

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

zbMATH Keywords

optimal stopping Snell envelope two-parameter process bi- Markov processes variational inequations

Mathematics Subject Classification ID

Random fields (60G60) Discrete-time Markov processes on general state spaces (60J05) Estimation and detection in stochastic control theory (93E10) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

Related Items (1)

Two parameter optimal stopping and bi-Markov processes

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