Bounds for a constrained optimal stopping problem (Q732774): Difference between revisions
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| Property / cites work: Optimal time to invest when the price processes are geometric Brownian motions / rank | |||
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| Property / cites work: On a constrained optimal stopping problem / rank | |||
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| Property / cites work: Lagrangean Methods and Optimal Stopping / rank | |||
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| Property / cites work: On Wald Optimal Stopping Problem for Geometric Brownian Motions / rank | |||
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| Property / cites work: Optimal Stopping with a Horizon Constraint / rank | |||
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Latest revision as of 01:00, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for a constrained optimal stopping problem |
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Bounds for a constrained optimal stopping problem (English)
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15 October 2009
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constrained optimal stopping problem
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Lagrangian dual problem
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Lagrangian multiplier
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