most citedOptimal Stopping for Strong Markov Processes: Explicit solutions and verification theorems for diffusions, multidimensional diffusions, and jump-processes

4 citations · 4 across the 2 of their papers we have counts for

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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…