General optimal stopping theorems for semi-Markov processes

DOI10.2307/1427794zbMath0787.60051OpenAlexW2331416926MaRDI QIDQ4278394

José Gouweleeuw, Frans A. Boshuizen

Publication date: 19 May 1994

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

Full work available at URL: https://doi.org/10.2307/1427794

zbMATH Keywords

optimal stoppingshock modelsconditional expectationssemi-Markov processdynamic programming equations

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Paired and multiple comparisons; multiple testing (62J15)

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