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Mazziotto, Gerald

Arret optimal d’un bi-Markov et fonctions harmoniques. (French) Zbl 0501.60053

C. R. Acad. Sci., Paris, Sér. I 295, 173-176 (1982).
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Cited in 1 Document

MSC:

60G40 Stopping times; optimal stopping problems; gambling theory
60J45 Probabilistic potential theory
93E10 Estimation and detection in stochastic control theory
60G60 Random fields
60J05 Discrete-time Markov processes on general state spaces

Keywords:

two-parameter process; optimal stopping; variational inequations; bi- Markov processes; Snell envelope
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