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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 319–336 (Mi tvp2353)  

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
Full-text PDF (933 kB) Citations (1)
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
English version:
Theory of Probability and its Applications, 1983, Volume 27, Issue 2, Pages 338–356
DOI: https://doi.org/10.1137/1127035
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\by N.~V.~Elbakidze
\paper An optimal stopping of a random sequence and Hammerstain's operator
\jour Teor. Veroyatnost. i Primenen.
\yr 1982
\vol 27
\issue 2
\pages 319--336
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\zmath{https://zbmath.org/?q=an:0503.93069|0495.93064}
\transl
\jour Theory Probab. Appl.
\yr 1983
\vol 27
\issue 2
\pages 338--356
\crossref{https://doi.org/10.1137/1127035}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1983QN71900011}
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  • https://www.mathnet.ru/eng/tvp/v27/i2/p319
  • This publication is cited in the following 1 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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