Optimal stopping of random sequences and processes

2009 ◽  
pp. 229-240
Author(s):  
Dmytro Gusak ◽  
Alexander Kukush ◽  
Alexey Kulik ◽  
Yuliya Mishura ◽  
Andrey Pilipenko
Keyword(s):  
Optimal Stopping ◽  
Random Sequences

On Optimal Stopping of Random Sequences Modulated by Markov Chain

2010 ◽  
Vol 54 (3) ◽  
pp. 534-542 ◽  
Author(s):  
E. L. Presman ◽  
I. M. Sonin
Keyword(s):  
Markov Chain ◽  
Optimal Stopping ◽  
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Optimal Stopping Time for Geometric Random Walks with Power Payoff Function

2020 ◽  
Vol 81 (7) ◽  
pp. 1192-1210
Author(s):  
O.V. Zverev ◽  
V.M. Khametov ◽  
E.A. Shelemekh
Keyword(s):  
Random Walks ◽  
Optimal Stopping ◽  
Stopping Time ◽  
Payoff Function ◽  
Optimal Stopping Time
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