Article ID: | iaor19962217 |
Country: | United States |
Volume: | 22 |
Issue: | 10/12 |
Start Page Number: | 313 |
End Page Number: | 324 |
Publication Date: | Oct 1995 |
Journal: | Mathematical and Computer Modelling |
Authors: | Yasuda M. |
Keywords: | programming: dynamic, game theory |
Under the One-step Look Ahead rule of Dynamic Programming, an explicit game value of Dynkin’s stopping problem for a Markov chain is obtained by using a potential operator. The conditon on the One-step rule could be extended to the