Optimal stopping for Markov Processes

Massimo Lorenzani

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni (1981)

  • Volume: 70, Issue: 2, page 101-108
  • ISSN: 1120-6330

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Lorenzani, Massimo. "Optimal stopping for Markov Processes." Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni 70.2 (1981): 101-108. <http://eudml.org/doc/287000>.

@article{Lorenzani1981,
author = {Lorenzani, Massimo},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni},
keywords = {optimal stopping time; epsilon-optimality},
language = {eng},
month = {2},
number = {2},
pages = {101-108},
publisher = {Accademia Nazionale dei Lincei},
title = {Optimal stopping for Markov Processes},
url = {http://eudml.org/doc/287000},
volume = {70},
year = {1981},
}

TY - JOUR
AU - Lorenzani, Massimo
TI - Optimal stopping for Markov Processes
JO - Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
DA - 1981/2//
PB - Accademia Nazionale dei Lincei
VL - 70
IS - 2
SP - 101
EP - 108
LA - eng
KW - optimal stopping time; epsilon-optimality
UR - http://eudml.org/doc/287000
ER -

References

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  1. Anosov, D.V. (1973) - On an additive functional homology equation connected with an ergodic rotation of the circle, «Trans. Math. U.S.S.R. Izv.», 74. 
  2. Arnold, V.A. (1965) - Small denominators I. Mappings of the circumference onto itself, «Am. Math. Soc. Transl.», 46. 
  3. Arnold, V.A. and Avez, A. (1967) - Problèmes Ergodique de la Mécanique classique, Gauthier-Viliars. 
  4. Bensoussan, A. - Quinze Exposés sur les processus de Markov avec temps discret. Not published. 
  5. Dynkin, E.B. (1965) - Markov Processes, vol. I, Springer-Verlag. Zbl0132.37901
  6. Gottschalk, W.H. and Hedlund, G.A. (1965) - Topological Dynamics, «Am. Math. Soc. Coll. Publ.», 36. Zbl0067.15204
  7. Herman, M.R. (1976) - L 2 Regularity of measurable solutions of a finite difference equation of the circle, «Math. Inst. Univ. of Warwick». 
  8. Herman, M.R. (1979) - Sur la conjugaison differentiable des difféomorphismes du cercle a des rotations, «Publ. Math. I.H.E.S.», 49. 
  9. Neveu, J. (1975) - Discrete-Parameter Martingales, North-Holland. Zbl0345.60026
  10. Shiryayev, A.N. a) (1973) - Statistical Sequential Analysis, «Transl. of Math. Monog., Am. Math. Soc.». b) (1978) Optimal Stopping rules, Springer-Verlag. 
  11. Sinay, Y.G. (1976) - Introduction to Ergodic theory, «Math. Notes», Princ. Un. Press.. 

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