Optimal stopping of a random length sequence of maxima over a random barrier
Applicationes Mathematicae (1988)
- Volume: 20, Issue: 2, page 171-184
- ISSN: 1233-7234
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topZ. Porosiński. "Optimal stopping of a random length sequence of maxima over a random barrier." Applicationes Mathematicae 20.2 (1988): 171-184. <http://eudml.org/doc/267325>.
@article{Z1988,
author = {Z. Porosiński},
journal = {Applicationes Mathematicae},
keywords = {random length sequence of maxima; random barrier; Markov chain},
language = {eng},
number = {2},
pages = {171-184},
title = {Optimal stopping of a random length sequence of maxima over a random barrier},
url = {http://eudml.org/doc/267325},
volume = {20},
year = {1988},
}
TY - JOUR
AU - Z. Porosiński
TI - Optimal stopping of a random length sequence of maxima over a random barrier
JO - Applicationes Mathematicae
PY - 1988
VL - 20
IS - 2
SP - 171
EP - 184
LA - eng
KW - random length sequence of maxima; random barrier; Markov chain
UR - http://eudml.org/doc/267325
ER -
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