Convex analytic approach to the optimal stopping of a Markov chain - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Book Sections Year : 2010
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hal-00938160 , version 1 (29-01-2014)

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  • HAL Id : hal-00938160 , version 1

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François Dufour, Alexei Piunovskiy. Convex analytic approach to the optimal stopping of a Markov chain. Alexey B. Piunovskiy. Modern Trends in Controlled Stochastic Processes, Luniver Press, pp.23-43, 2010. ⟨hal-00938160⟩
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