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Optimal stopping time on discounted semi-Markov processes

Chen, F; Guo, XP; Liao, ZW

Liao, ZW (corresponding author), Beijing Normal Univ, Coll Educ Future, Beijing 100875, Peoples R China.

FRONTIERS OF MATHEMATICS IN CHINA, 2021; 16 (2): 303

Abstract

This paper attempts to study the optimal stopping time for semi-Markov processes (SMPs) under the discount optimization criteria with unbounded cost r......

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