CONNECTIONS BETWEEN OPTIMAL STOPPING AND SINGULAR STOCHASTIC-CONTROL .1. MONOTONE FOLLOWER PROBLEMS

被引：121

作者：

KARATZAS, I ^{[1
]}

SHREVE, SE ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,DEPT MATH,PITTSBURGH,PA 15213

来源：

关键词：

D O I：

10.1137/0322054

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：856 / 877

页数：22

共 24 条

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[4] Bene Vaclav E., 1980, STOCHASTICS, V4, P134
[5] Chernoff H., 1968, SANKHYA A, V30, P221
[6] DELLACHERIE C, 1972, CAPACITES PROCESSUS
[7] Dunford N., 1963, LINEAR OPERATORS 1
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[9] FRIEDMAN A, 1973, ARCH RATION MECH AN, V51, P321, DOI 10.1007/BF00263039
[10] ON STEFANS PROBLEM AND OPTIMAL STOPPING RULES FOR MARKOV PROCESSES
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