Nested variational inequalities and related optimal multiple startingstopping problems for symmetric Markov processes

DOI10.1080/02522667.2005.10699649zbMath1086.60023OpenAlexW2032623928MaRDI QIDQ5694538

Teruo Tanaka

Publication date: 4 October 2005

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.2005.10699649

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Unnamed Item
• A note on monotonicity in optimal multiple stopping problems
• On an optimal stopping problem and a variational inequality
• Dirichlet forms and symmetric Markov processes
• On multiple stopping bales
• Nested variational inequalities and related optimal starting–stopping problems
• On Multiple Choice Secretary Problems
• On Optimal Multiple Stopping of Markov Sequences
• Optimal Sequential Procedures when More Than one Stop is Required

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