Fakeev's necessary conditions for optimality in multi-parameter optimal stopping problems

被引：0
|
作者：
Tanaka, Teruo [1 ]
机构：
[1] Hiroshima City Univ, Grad Sch Informat Sci, Dept Syst Engn, Asaminami ku, 3-4-1 Ozuka Higashi, Hiroshima 7313194, Japan
来源：
JOURNAL OF INFORMATION & OPTIMIZATION SCIENCES | 2018年 / 39卷 / 08期
关键词：
Multi-parameter optimal stopping; Non-atomicity; Tactic;
D O I：
10.1080/02522667.2017.1367518
中图分类号：
G25 [图书馆学、图书馆事业]; G35 [情报学、情报工作];
学科分类号：
1205 ; 120501 ;
摘要：
In this paper, a multi-parameter continuous time optimal stopping problem with general constraints is investigated. A necessary condition for optimality of this problem is given by using the conditions discussed in Fakeev [4]. The approach in this paper is based on the non-atomicity assumption of probability measure and the result which is easily derived from set-valued analysis.
引用
收藏
页码：1627 / 1636
页数：10
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