Optimal stopping of observations in control problems for random walks

Optimal stopping of observations in control problems for random walks

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Article ID: iaor19931622
Country: United States
Volume: 35
Start Page Number: 746
End Page Number: 753
Publication Date: Jun 1990
Journal: Theory of Probability and its Applications
Authors:
Keywords: control processes
Abstract:

This paper presents some analytical and numerical methods for the construction of optimal behavior strategies in special problems of optimal control for random walks related to the optimal selection problem.

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