Abstract:In this paper we construct a solution of the optimal stopping problem for discrete two-parameter stochastic processes, with respect to three particular families of stopping points, for example, the family {R stopping point, Z , S R S Z , } with Z , , Z , being two stopping points, such that Z , s Z , .KEY WORDS: Optimal stopping point, optional increasing path, past of a stopping point, infimum of two stopping points.
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.