Optimal Stopping of a Discrete Markov Process by Two Decision Makers

DOI10.1137/S0363012993246877zbMath0836.90149OpenAlexW2011833851MaRDI QIDQ4858770

Krzysztof J. Szajowski

Publication date: 19 December 1995

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012993246877

zbMATH Keywords

optimal stoppingdiscrete time Markov process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

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