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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...
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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...