Optimal stopping for Markov Processes
- Volume: 70, Issue: 2, page 101-108
- ISSN: 0392-7881
Access Full Article
topAbstract
topHow to cite
topLorenzani, 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- 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.
- Arnold, V.A. (1965) - Small denominators I. Mappings of the circumference onto itself, «Am. Math. Soc. Transl.», 46.
- Arnold, V.A. and Avez, A. (1967) - Problèmes Ergodique de la Mécanique classique, Gauthier-Viliars.
- Bensoussan, A. - Quinze Exposés sur les processus de Markov avec temps discret. Not published.
- Dynkin, E.B. (1965) - Markov Processes, vol. I, Springer-Verlag. Zbl0132.37901
- Gottschalk, W.H. and Hedlund, G.A. (1965) - Topological Dynamics, «Am. Math. Soc. Coll. Publ.», 36. Zbl0067.15204
- Herman, M.R. (1976) - Regularity of measurable solutions of a finite difference equation of the circle, «Math. Inst. Univ. of Warwick».
- Herman, M.R. (1979) - Sur la conjugaison differentiable des difféomorphismes du cercle a des rotations, «Publ. Math. I.H.E.S.», 49.
- Neveu, J. (1975) - Discrete-Parameter Martingales, North-Holland.
- Shiryayev, A.N. a) (1973) - Statistical Sequential Analysis, «Transl. of Math. Monog., Am. Math. Soc.». b) (1978) Optimal Stopping rules, Springer-Verlag.
- Sinay, Y.G. (1976) - Introduction to Ergodic theory, «Math. Notes», Princ. Un. Press..
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.