Optimal Stopping in a Markov Process
From MaRDI portal
Publication:5567483
DOI10.1214/aoms/1177698259zbMath0177.45702OpenAlexW2081751350MaRDI QIDQ5567483
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698259
Related Items (21)
Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing ⋮ Expenditure patterns and timing of patent protection in a competitive R \& D environment ⋮ Capital gains taxation and the lock-in effect: A probabilistic framework ⋮ An algorithm to solve optimal stopping problems for one-dimensional diffusions ⋮ On the Poisson disorder problem ⋮ Optimally stopping the sample mean of a Wiener process with an unknown drift ⋮ Contribution to the optimal stopping problem ⋮ Monotone stopping rules forstochastic processes in a semimartingale representation with applications ⋮ A leavable bounded-velocity stochastic control problem. ⋮ An optimal stopping problem with linear reward ⋮ State estimation for partially observed Markov chains ⋮ Estimating a mean from delayed observations ⋮ Optimal stopping of oscillating Brownian motion ⋮ Existence and explicit determination of optimal stopping times ⋮ A harmonic function technique for the optimal stopping of diffusions ⋮ On the optimal stopping problem for one-dimensional diffusions. ⋮ Examples of optimal stopping via measure transformation for processes with one-sided jumps ⋮ On preserving the reservation wage property in a continuous job search model ⋮ A replacement model for an additive damage model with restoration ⋮ Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions ⋮ Solving non–linear optimal stopping problems by the method of time–change
This page was built for publication: Optimal Stopping in a Markov Process