The High Contact Principle with Reward Functions Involving Initial Points | Zendy

Dongmei Guo | Zendy; Yi Hu | Zendy; JianKang Zhang | Zendy; Chunli Chu | Zendy

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The High Contact Principle with Reward Functions Involving Initial Points

Author(s) -

Dongmei Guo,

Yi Hu,

JianKang Zhang,

Chunli Chu

Publication year - 2014

Publication title -

mathematical problems in engineering

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.262

H-Index - 62

eISSN - 1026-7077

pISSN - 1024-123X

DOI - 10.1155/2014/801791

Subject(s) - constant (computer programming) , point (geometry) , class (philosophy) , mathematics , process (computing) , calculus (dental) , mathematical analysis , computer science , geometry , artificial intelligence , medicine , dentistry , programming language , operating system

This paper examines a class of general optimal stopping problems in whichreward functions depend on initial points. Two points of view on theinitial point are introduced: one is to view it as a constant, and the other isto view it as a constant process starting from the point. Based on the twodifferent views, two versions of the generalized high contact principleare derived. Finally, we apply the generalized high contact principle to oneexample

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