The connection between the optimal stopping problems for inhomogeneous standard Markov process and the corresponding homogeneous Markov process constructed in the extended state space is established. An excessive characterization of the value-function and the limit procedure for its construction in the problem of optimal stopping of an inhomogeneous standard Markov process is given. The form of ε -optimal (optimal) stopping times is also found.
Contents
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Requires Authentication UnlicensedOn Optimal Stopping of Inhomogeneous Standard Markov ProcessesLicensedFebruary 23, 2010
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Requires Authentication UnlicensedNecessary and Sufficient Conditions for Weighted Orlicz Class Inequalities for Maximal Functions and Singular Integrals. ILicensedFebruary 23, 2010
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Requires Authentication UnlicensedOn the Solvability of A Spatial Problem of Darboux Type for the Wave EquationLicensedFebruary 23, 2010
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Requires Authentication UnlicensedOn Proper Oscillatory and Vanishing at Infinity Solutions of Differential Equations with A Deviating ArgumentLicensedFebruary 23, 2010
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Requires Authentication UnlicensedGlobal Dimensions of Subidealizer RingsLicensedFebruary 23, 2010
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Requires Authentication UnlicensedRegular Fréchet–Lie Groups of Invertible Elements in Some Inverse Limits of Unital Involutive Banach AlgebrasLicensedFebruary 23, 2010