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Lawler, G. F.; Vanderbei, R. J.

Markov strategies for optimal control problems indexed by a partially ordered set. (English) Zbl 0519.60042

Ann. Probab. 11, 642-647 (1983).
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Cited in 22 Documents

MSC:

60G40 Stopping times; optimal stopping problems; gambling theory
60G60 Random fields
60J99 Markov processes

Keywords:

optimal control problem; partially ordered index set; Markov strategies; Markov field

Citations:

Zbl 0469.60039
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\textit{G. F. Lawler} and \textit{R. J. Vanderbei}, Ann. Probab. 11, 642--647 (1983; Zbl 0519.60042)
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