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Optimal stopping of Markov renewal process with low absorption probability

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Cybernetics and Systems Analysis Aims and scope

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References

  1. N. V. Andreev, “On optimal stopping problem for Markov renewal process with small absorption probability,” Proc. Int. Workshop on Singular Solutions and Perturbation in Control Systems, Pereslavl-Zalessky, Russia, WP-93-001 (1993), pp. 1–2.

  2. V. S. Korolyuk and A. F. Turbin, Mathematical Principles of Phase Aggregation of Complex Systems [in Russian], Naukova Dumka, Kiev (1978).

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  3. A. N. Shiryaev, Statistical Sequential Analysis [in Russian], Nauka, Moscow (1976).

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Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 176–179, November–December, 1994.

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Andreev, N.V. Optimal stopping of Markov renewal process with low absorption probability. Cybern Syst Anal 30, 938–942 (1994). https://doi.org/10.1007/BF02366454

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  • DOI: https://doi.org/10.1007/BF02366454

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