Optimal stopping with information constraint (Q2391931): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping with information constraint |
scientific article |
Statements
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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