Title of article :
Explicit optimal value for Dynkinʹs stopping game
Author/Authors :
Yasuda، نويسنده , , M.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Pages :
12
From page :
313
To page :
324
Abstract :
Under the One-step Look Ahead rule of Dynamic Programming, an explicit game value of Dynkinʹs stopping problem for a Markov chain is obtained by using a potential operator. The condition on the One-step rule could be extended to the k-step and infinity-step rule. We shall also decompose the game value as the sum of two explicit functions under these rules.
Keywords :
Markov potential theory , Optimal stopping problem , Dynkinיs game , One-step Look Ahead rule
Journal title :
Mathematical and Computer Modelling
Serial Year :
1995
Journal title :
Mathematical and Computer Modelling
Record number :
1590270
Link To Document :
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