Optimal stopping with information constraint (Q2391931): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1986374674 / rank | |||
Normal rank | |||
Revision as of 01:03, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping with information constraint |
scientific article |
Statements
Optimal stopping with information constraint (English)
0 references
5 August 2013
0 references
optimal stopping
0 references
irreversible investment
0 references
linear diffusion
0 references
Poisson process
0 references
Bellman principle of optimality
0 references
resolvent operator
0 references
exogenous information constraint
0 references
exercise payoff
0 references
maximization problem
0 references
geometric Brownian motion
0 references
Markovian apparatus
0 references
