CONSTRUCTION OF COST AND OPTIMAL POLICIES IN A GAME PROBLEM OF STOPPING A MARKOV PROCESS

被引:14
作者
ELBAKIDZE, NV
机构
关键词
D O I
10.1137/1121016
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:163 / 168
页数:6
相关论文
共 4 条
[1]  
DYNKIN EB, 1969, DOKL AKAD NAUK SSSR+, V185, P16
[2]   OPTIMAL STOPPING RULE FOR A 2-PERSON MARKOV CHAIN WITH OPPOSING INTERESTS [J].
FRID, EB .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1969, 14 (04) :713-&
[3]  
LAZRIEVA NL, 1974, LIT MATEM SB, V14, P79
[4]  
SHIRYAEV AN, 1973, SEQUENTIAL STATISTIC