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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 4, Pages 708–710 (Mi tvp2330)  
This article is cited in 33 scientific papers (total in 33 papers)

Short Communications

On optimal stopping in a Markov process

A. G. Fakeev

Gorky
Full-text PDF (207 kB) Citations (33)
Abstract: It was shown in [1] that the maxinramfreward and optimal policy in an optimal stopping problem for a stochastic process may be described in terms of some majorizing process (minimal right-continuous supermartingale).
In this note, we give an excessive characterization of this majorant in the Markov ease.
Received: 09.07.1970
English version:
Theory of Probability and its Applications, 1971, Volume 16, Issue 4, Pages 694–696
DOI: https://doi.org/10.1137/1116076
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. G. Fakeev, “On optimal stopping in a Markov process”, Teor. Veroyatnost. i Primenen., 16:4 (1971), 708–710; Theory Probab. Appl., 16:4 (1971), 694–696
Citation in format AMSBIB
\Bibitem{Fak71}
\by A.~G.~Fakeev
\paper On optimal stopping in a~Markov process
\jour Teor. Veroyatnost. i Primenen.
\yr 1971
\vol 16
\issue 4
\pages 708--710
\mathnet{http://mi.mathnet.ru/tvp2330}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=292162}
\zmath{https://zbmath.org/?q=an:0273.60027}
\transl
\jour Theory Probab. Appl.
\yr 1971
\vol 16
\issue 4
\pages 694--696
\crossref{https://doi.org/10.1137/1116076}
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  • https://www.mathnet.ru/eng/tvp/v16/i4/p708
    • This publication is cited in the following 33 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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