Convex analytic approach to the optimal stopping of a Markov chain

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https://hal.inria.fr/hal-00938160
Contributor : François Dufour <>
Submitted on : Wednesday, January 29, 2014 - 10:41:38 AM
Last modification on : Tuesday, February 12, 2019 - 4:32:08 PM

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Francois Dufour, Alexei Piunovskiy. Convex analytic approach to the optimal stopping of a Markov chain. Alexey B. Piunovskiy. Modern Trends in Controlled Stochastic Processes, Luniver Press, pp.23-43, 2010. ⟨hal-00938160⟩

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