On a solution of the optimal stopping problem for processes with independent increments (Q3429352): Difference between revisions
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Property / author: Q222035 / rank | |||
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Property / author: Alexander Novikov / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W2024555717 / rank | |||
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Property / cites work: Generalized parking problems for levy processes / rank | |||
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Property / cites work: On Optimal Systems / rank | |||
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Property / cites work: Q4082108 / rank | |||
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Property / cites work: Optimal Stopping for Partial Sums / rank | |||
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Property / cites work: Optimal Stopping When the Future is Discounted / rank | |||
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Property / cites work: Stochastic processes and orthogonal polynomials / rank | |||
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Latest revision as of 15:43, 25 June 2024
scientific article
Language | Label | Description | Also known as |
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English | On a solution of the optimal stopping problem for processes with independent increments |
scientific article |
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On a solution of the optimal stopping problem for processes with independent increments (English)
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30 March 2007
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