Campuses:

Markov-Feller processes

Wednesday, May 9, 2018 - 11:00am - 11:50am
Maurice Robin (École Polytechnique)
*also affiliated with University Paris-Saclay
Wednesday, May 9, 2018 - 10:00am - 10:50am
Jose Menaldi (Wayne State University)
First, an optimal stopping problem of a Markov-Feller process is considered when the controller is allowed to stop the evolution only at the arrival times of a signal. A complete setting and resolution of this problem is discussed, e.g., when the inter-arrival times of the signal are independent identically distributed random variables, and then several extensions to other signals and to other cases of state spaces are also mentioned.
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