论文信息 - Optimal stopping in terminating one-sided processes with unbounded reward functions

Optimal stopping in terminating one-sided processes with unbounded reward functions

SummaryWe examine the problem of optimal stopping in terminating one-sided processes. The Markov and the semi-Markov cases are considered. Applications to reliability theory are given.ZusammenfassungThema dieses Beitrages ist die Bestimmung eines optimalen Stoppzeitpunktes für zwei spezielle Markov-Prozesse sowie die Betrachtung von zwei zugehörigen Anwendungen in der Zuverlässigkeitstheorie.

Dror Zuckerman

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