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    Chapter and Conference Paper

    A Game Variant of the Stop** Problem on Jump Processes with a Monotone Rule

    A continuous-time version of the multivariate stop** problem is considered. Associated with vector-valued jump stochastic processes, stop** problems with a monotone logical rule are defined under the notio...

    Jun-ichi Nakagami, Masami Kurano in Advances in Dynamic Games and Applications (2000)

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    Chapter and Conference Paper

    On the value for OLA-optimal stop** problem by potential theoretic method

    The stop** problem on Markov process with OLA(One-stage Look Ahead) policy is considered. Its associated optimal value could be expressed explicitly by a potential for a charge of the positive part of the di...

    Masami Yasuda in Probability Theory and Mathematical Statistics (1988)