Optimal stopping problems for semi-Markov processes

被引：0
作者：
Boshuizen, FA [1 ]
Gouweleeuw, JM [1 ]
机构：
[1] NETHERLANDS CENT BUR STAT,DEPT STAT METHODS,NL-2273 XZ VOORBURG,NETHERLANDS
来源：
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK | 1996年 / 76卷
关键词：
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper gives an overview of optimal slopping problems for continuous time semi-Markov processes. Problems of this sort arise when a decision maker is faced with the problem of finding optimal stopping or replacement rules an, for example, job-search, shock models or repair replacement models. The set-up of the paper is to provide a general framework for these sort of problems. Consequences in various submodels are also given.
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收藏
页码：219 / 222
页数：4
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