Optimal stopping for Markov Processes
- Volume: 70, Issue: 2, page 101-108
- ISSN: 1120-6330
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topLorenzani, 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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- Shiryayev, A.N. a) (1973) - Statistical Sequential Analysis, «Transl. of Math. Monog., Am. Math. Soc.». b) (1978) Optimal Stopping rules, Springer-Verlag.
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