Optimal Stopping Games for Markov Processes.

Erik Ekström Goran Peskir

Published in: SIAM J. Control. Optim. (2008)

Keyphrases

markov processes
optimal stopping
brownian motion
stochastic processes
stochastic process
markov process
finite horizon
markov chain
random fields
non stationary
probability distribution
machine learning
markov random field
image processing
infinite horizon
steady state
dynamic programming