Optimal stopping for Markov Processes

Massimo Lorenzani

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

  • Volume: 70, Issue: 2, page 101-108
  • ISSN: 0392-7881

How to cite

top

Lorenzani, Massimo. "Optimal stopping for Markov Processes." Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti 70.2 (1981): 101-108. <http://eudml.org/doc/288869>.

@article{Lorenzani1981,
author = {Lorenzani, Massimo},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti},
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/288869},
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
DA - 1981/2//
PB - Accademia Nazionale dei Lincei
VL - 70
IS - 2
SP - 101
EP - 108
LA - eng
UR - http://eudml.org/doc/288869
ER -

References

top
  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. 
  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.. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.