The Application of Rasche's Method in Optimal Stopping Problem over the portially Ordered Set |
Received:June 04, 1991 |
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Abstract: |
With the Rasche's method, we sift the set B(E) from the partially ordered set and prove that 1) V = sup EXτ = sup{EXτ: τ∈B(E)};2) if τ is optimal stopping point then τ ∈ B(E). |
Citation: |
DOI:10.3770/j.issn:1000-341X.1993.04.029 |
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