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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 4, Pages 746–749 (Mi tvp1519)  
This article is cited in 11 scientific papers (total in 11 papers)

Short Communications

The optimal stopping rule for a Markov chain controlled by two persons with contradictory interests

E. B. Frid

Moscow
Full-text PDF (237 kB) Citations (11)
Abstract: The paper considers a game described by a finite Markov chain with a state space $E$ subdivided into three disjoint subsets $E_1,E_2$ and $E_0$. The first player can stop the process on the set $E_1$ and the second one on the set $E_2$. The first player pays to the second player payment $g(x)$, if the process is stopped at the point $x$.
The existence of the game value is proved and the optimal policies of the players are constructed.
Received: 24.06.1968
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 4, Pages 713–716
DOI: https://doi.org/10.1137/1114091
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: E. B. Frid, “The optimal stopping rule for a Markov chain controlled by two persons with contradictory interests”, Teor. Veroyatnost. i Primenen., 14:4 (1969), 746–749; Theory Probab. Appl., 14:4 (1969), 713–716
Citation in format AMSBIB
\Bibitem{Fri69}
\by E.~B.~Frid
\paper The optimal stopping rule for a~Markov chain controlled by two persons with contradictory interests
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 4
\pages 746--749
\mathnet{http://mi.mathnet.ru/tvp1519}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=263436}
\zmath{https://zbmath.org/?q=an:0204.50904|0194.20902}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 4
\pages 713--716
\crossref{https://doi.org/10.1137/1114091}
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  • https://www.mathnet.ru/eng/tvp/v14/i4/p746
    • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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