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Start Over Descriptor "Markov sequences" Publisher society for industrial & applied mathematics
1 results on '"Markov sequences"'

1. ON OPTIMAL MULTIPLE STOPPING OF MARKOV SEQUENCES.

Author

Nikolaev, M.L.

Subjects
*MARKOV processes, *STOCHASTIC processes, *DISTRIBUTION (Probability theory)
Abstract

A problem of an optimal stopping of a Markov sequence is considered. The existence conditions and the structure of optimal and ∊-optimal (∊ > 0) multiple stopping rules are obtained. [ABSTRACT FROM AUTHOR]

Published
1999
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