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Jukka, Lempa ; Jukka, Lempa. (2008) On infinite horizon optimal stopping of general random walk.
In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:2:p:257-268.

Full description at Econpapers

cites:

Bertsekas DP, Shreve SE (1996) Stochastic optimal control: the discrete-time case. Athena Scientific, Belmont, Massachusetts.

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