Some results on optimal stopping under phase-type distributed implementation delay
Year of publication: |
2020
|
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Authors: | Lempa, Jukka |
Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 91.2020, 3, p. 559-583
|
Subject: | Implementation delay | Time to build | Optimal stopping | Strong Markov process | Phase-type distributions | Markov chain | Diffusion | Resolvent operator | Suchtheorie | Search theory | Markov-Kette | Stochastischer Prozess | Stochastic process |
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