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