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.

引用

页码：219 / 222

页数：4

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