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math.PR2021
Optimal stopping time on semi-Markov processes with finite horizon
Fang Chen, Xianping Guo, Zhong-Wei Liao
In this paper, we consider the optimal stopping problem on semi-Markov processes (SMPs) with finite horizon, and aim to establish the existence and computation of optimal stopping…
math.PR2021★ 1 cited
Optimal stopping time on discounted semi-Markov processes
Fang Chen, Xianping Guo, Zhong-Wei Liao
This paper attempts to study the optimal stopping time for semi-Markov processes (SMPs) under the discount optimization criteria with unbounded cost rates. In our work, we introduc…