• DocumentCode
    1677864
  • Title

    On the convergence of payoffs

  • Author

    Babilua, P. ; Dochviri, B. ; Purtukhia, O.

  • Author_Institution
    I. Javakhishvili Tbilisi State Univ., Tbilisi, Georgia
  • fYear
    2012
  • Firstpage
    1
  • Lastpage
    2
  • Abstract
    The problem of optimal stopping with incomplete data is reduced to the optimal stopping problem with complete data and the convergence of payoffs is proved when the small perturbation parameter of the observable process tends to zero.
  • Keywords
    convergence; perturbation techniques; probability; complete data; convergence of payoffs; observable process; optimal stopping; perturbation parameter; probability; gain function; optimal stopping; partially observable process; payoff;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Problems of Cybernetics and Informatics (PCI), 2012 IV International Conference
  • Conference_Location
    Baku
  • Print_ISBN
    978-1-4673-4500-2
  • Type

    conf

  • DOI
    10.1109/ICPCI.2012.6486412
  • Filename
    6486412
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1677864