Add to ORKGThis paper studies an optimal stopping problem over a finitehorizon Markov chain on a finite-state space. First of all, we derive a recursive formula for the total number of all stopping rules in m-state n-stage stopping problem. Next we show an optimal stopping rule and give a characterization of optimal value functions
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distri...
This paper studies an optimal stopping problem over a finite-horizon Markov chain on a finite-state ...
Let M be the transition matrix, and oe the initial state distribution, for a discrete-time finite-st...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
Replaces Memorandum COSO 74-12. In this paper we study the problem of the optimal stopping of a Mark...
We consider an optimal stopping problem defined on a finite Markov chain whose transition probabilit...
Replaces Memorandum COSO 74-12. In this paper we study the problem of the optimal stopping of a Mark...
This article concerns the optimal stopping problem for a discrete-time Markov chain with observable ...
In this paper we study the well-know optimal stopping problem applied to a general family of continu...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distri...
This paper studies an optimal stopping problem over a finite-horizon Markov chain on a finite-state ...
Let M be the transition matrix, and oe the initial state distribution, for a discrete-time finite-st...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
Replaces Memorandum COSO 74-12. In this paper we study the problem of the optimal stopping of a Mark...
We consider an optimal stopping problem defined on a finite Markov chain whose transition probabilit...
Replaces Memorandum COSO 74-12. In this paper we study the problem of the optimal stopping of a Mark...
This article concerns the optimal stopping problem for a discrete-time Markov chain with observable ...
In this paper we study the well-know optimal stopping problem applied to a general family of continu...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
In this paper we study the problem of the optimal stopping of a Markov chain with a countable state ...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
An aperiodic and irreducible Markov chain on a finite state space converges to its stationary distri...