Open AccessOn optimal stopping for the Markov chain with discounting
Author(s) -
Vigirdas Mackevičius
Publication year - 1971
Publication title -
litovskij matematičeskij sbornik
Language(s) - English
Resource type - Journals
ISSN - 2669-1973
DOI - 10.15388/lmj.1971.20968
Subject(s) - lithuanian , optimal stopping , markov chain , discounting , mathematical economics , computer science , mathematics , linguistics , economics , philosophy , statistics , finance
The abstracts (in two languages) can be found in the pdf file of the article.
Original author name(s) and title in Russian and Lithuanian:
В. Мацкявичюс. Об оптимальной остановке марковской цепи с переоценкой
V. Mackevičius. Apie Markovo grandinės su perkainojimu optimalų sustabdymų