Optimal stopping of controlled Markov processes

1982 ◽  
pp. 106-112 ◽  
Author(s):  
Nicole El Karoui ◽  
Jean-Pierre Lepeltier ◽  
Bernard Marchal
Keyword(s):  
Markov Processes ◽  
Optimal Stopping ◽  
Controlled Markov Processes

scholarly journals Controlled Markov Processes With Safety State Constraints

2019 ◽  
Vol 64 (3) ◽  
pp. 1003-1018 ◽  
Author(s):  
Mahmoud El Chamie ◽  
Yue Yu ◽  
Behcet Acikmese ◽  
Masahiro Ono
Keyword(s):  
Markov Processes ◽  
State Constraints ◽  
Controlled Markov Processes

scholarly journals Optimal stopping for partially observed piecewise-deterministic Markov processes

2013 ◽  
Vol 123 (8) ◽  
pp. 3201-3238 ◽  
Author(s):  
Adrien Brandejsky ◽  
Benoîte de Saporta ◽  
François Dufour
Keyword(s):  
Markov Processes ◽  
Optimal Stopping ◽  
Piecewise Deterministic Markov Processes ◽  
Partially Observed

Optimal Stopping Games for Markov Processes

2008 ◽  
Vol 47 (2) ◽  
pp. 684-702 ◽  
Author(s):  
Erik Ekström ◽  
Goran Peskir
Keyword(s):  
Markov Processes ◽  
Optimal Stopping ◽  
Stopping Games

On the Theory of Controlled Markov Processes

1971 ◽  
Vol 16 (4) ◽  
pp. 683-689
Author(s):  
H. J. Englebert
Keyword(s):  
Markov Processes ◽  
Controlled Markov Processes
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