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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 319–336
(Mi tvp2353)
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This article is cited in 1 scientific paper (total in 1 paper)
An optimal stopping of a random sequence and Hammerstain's operator
N. V. Elbakidze Tbilisi
Abstract:
By means of probabilistic methods the Hammerstain's equations with monotonous convex operator are investigated. Each equation with such operator may be represented as Bellman's equation connected with some generalized problem of the optimal stopping of random sequences. The recurrent scheme of construction of the value function is given.
Received: 28.05.1979
Citation:
N. V. Elbakidze, “An optimal stopping of a random sequence and Hammerstain's operator”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 319–336; Theory Probab. Appl., 27:2 (1983), 338–356
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https://www.mathnet.ru/eng/tvp2353 https://www.mathnet.ru/eng/tvp/v27/i2/p319
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