4 citations · 7 across the 7 of their papers we have counts for
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math.PR2014★ 4 cited
Optimal Stopping for Strong Markov Processes: Explicit solutions and verification theorems for diffusions, multidimensional diffusions, and jump-processes
Fabián Crocce
We consider the optimal stopping problem consisting in, given a strong Markov process, a reward function and a discount rate, finding the stopping time such that the expected rewar…
math.OC2014
A finite exact algorithm to solve a dice game
Fabián Crocce, Ernesto Mordecki
We provide an algorithm to find the value and an optimal strategy of the solitaire variant of the Ten Thousand dice game in the framework of Markov Control Processes. Once an optim…