ON STEFANS PROBLEM AND OPTIMAL STOPPING RULES FOR MARKOV PROCESSES

被引:41
作者
GRIGELIONIS, BI
SHIRYAEV, AN
机构
来源
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR | 1966年 / 11卷 / 04期
关键词
D O I
10.1137/1111060
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 ;
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页码:541 / +
页数:1
相关论文
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THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (04) :541-&