Geodesic
On optimal stopping in a~Markov process
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 708-710

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It was shown in [1] that the maxinramfreward and optimal policy in an optimal stopping problem for a stochastic process may be described in terms of some majorizing process (minimal right-continuous supermartingale). In this note, we give an excessive characterization of this majorant in the Markov ease. 
@article{TVP_1971_16_4_a9,
     author = {A. G. Fakeev},
     title = {On optimal stopping in {a~Markov} process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {708--710},
     publisher = {mathdoc},
     volume = {16},
     number = {4},
     year = {1971},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a9/}
}
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A. G. Fakeev. On optimal stopping in a~Markov process. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 708-710. http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a9/