On the deduction of optimal stopping problem with incomplete data

Author: Besarion Dochviri
Co-authors: Petre Babilua, George Lominashvili
Keywords: stationary sequence, partially observable sequence, payoff, stopping time, reduction.
Annotation:

The optimal stopping problem with incomplete data for the stationary wide sense random sequences is reduced to the optimal stopping problem with complete data.

Lecture files:

On the deduction of optimal stopping problem with incomplete data [en]
არასრული მონაცემებით ოპტიმალური გაჩერების ამოცანის რედუქციის შესახებ [ka]