Title :
On the convergence of payoffs
Author :
Babilua, P. ; Dochviri, B. ; Purtukhia, O.
Author_Institution :
I. Javakhishvili Tbilisi State Univ., Tbilisi, Georgia
Abstract :
The problem of optimal stopping with incomplete data is reduced to the optimal stopping problem with complete data and the convergence of payoffs is proved when the small perturbation parameter of the observable process tends to zero.
Keywords :
convergence; perturbation techniques; probability; complete data; convergence of payoffs; observable process; optimal stopping; perturbation parameter; probability; gain function; optimal stopping; partially observable process; payoff;
Conference_Titel :
Problems of Cybernetics and Informatics (PCI), 2012 IV International Conference
Conference_Location :
Baku
Print_ISBN :
978-1-4673-4500-2
DOI :
10.1109/ICPCI.2012.6486412
