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Latest revision as of 18:03, 6 July 2024

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Optimal stopping with information constraint
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    Optimal stopping with information constraint (English)
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    5 August 2013
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    optimal stopping
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    irreversible investment
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    linear diffusion
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    Poisson process
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    Bellman principle of optimality
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    resolvent operator
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    exogenous information constraint
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    exercise payoff
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    maximization problem
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    geometric Brownian motion
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    Markovian apparatus
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