Discrete Approximation is an effcient research means for continuous parameter oprimal sropping theory and Markov processes optimal stopping theory. This paper expounds this means in detail, and also uses it to solve two practical problems.
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任建芳,王石.最优停止理论中离散化方法的应用[J].国防科技大学学报,1998,20(2):114-116. Ren Jianfang, Wang Shi. Application of Discrete Approximation in Optimal Stopping Theory[J]. Journal of National University of Defense Technology,1998,20(2):114-116.