Rasche方法在偏序集上最优停止问题中的应用

The Application of Rasche's Method in Optimal Stopping Problem over the portially Ordered Set

本文用Rasche方法对偏序集S中的点进行了筛选.筛选算法简单明了.设B(E)记筛选后的点集,我们证明了1)V=sup EX_r=sup{EX_r:r∈B(E)};2)若最优停点存在,侧必几乎处处取值于B(E)中.

With the Rasche's method, we sift the set B(E) from the partially ordered set and prove that1) V = sup EXr = sup{EXr : r∈B(E)};2) if r is optimal stopping point then r ∈ B(E).