REFINED SOLUTIONS OF OPTIMAL STOPPING GAMES FOR SYMMETRIC MARKOV PROCESSES
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概要
- 論文の詳細を見る
We find refined solutions without exceptional starting points of the three problems of the optimal stopping, the zero-sum stopping game (Dynkin's game) and the nonzero sum stopping game for a general symmetric Markov process under the absolute continuity condition on the transition function.
- 関西大学の論文
- 2006-03-21
著者
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Fukushima Masatoshi
Department Of Mathematics
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MENDA Keisuke
Pension Bureau, Ministry of Health, Labour and Welfare
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Menda Keisuke
Pension Bureau Ministry Of Health Labour And Welfare
関連論文
- REFINED SOLUTIONS OF OPTIMAL STOPPING GAMES FOR SYMMETRIC MARKOV PROCESSES
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