AN OPTIMAL STOPPING PROBLEM IN THE PRESENCE OF COSTS OF OBSERVATIONS - Collections

＜journal article＞
AN OPTIMAL STOPPING PROBLEM IN THE PRESENCE OF COSTS OF OBSERVATIONS

Creator	Creator Name Yoshida, Yuji 吉田, 祐治 Affiliation Affiliation Name Department of Mathematics, Faculty of Science, Kyushu University 九州大学理学部数学科
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	1989-03
Source Title	Bulletin of informatics and cybernetics
Vol	23
Issue	3/4
First Page	155
Last Page	162
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/13402
Related DOI	Bulletin of informatics and cybernetics \|\| 23(3/4) \|\| p155-162
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 23(3/4) \|\| p155-162
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 23(3/4) \|\| p155-162
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	The present paper deals with an optimal stopping problem which permits the cost of obserbation in the case of continuous time Markov processes. Under certain conditions of the terminal functions and t...he running cost functions, we show the existence of a finite optimal stopping time. Moreover we also discuss a free boundary problem concerning the optimal stopping problem.show more

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