Geodesic
An optimal stopping of a random sequence and Hammerstain's operator
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 319-336

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By means of probabilistic methods the Hammerstain's equations with monotonous convex operator are investigated. Each equation with such operator may be represented as Bellman's equation connected with some generalized problem of the optimal stopping of random sequences. The recurrent scheme of construction of the value function is given. 
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     author = {N. V. Elbakidze},
     title = {An optimal stopping of a random sequence and {Hammerstain's} operator},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {319--336},
     publisher = {mathdoc},
     volume = {27},
     number = {2},
     year = {1982},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a10/}
}
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N. V. Elbakidze. An optimal stopping of a random sequence and Hammerstain's operator. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 319-336. http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a10/