Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum (Q891133): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Thou shalt buy and hold / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk / rank | |||
Normal rank |
Latest revision as of 01:32, 11 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum |
scientific article |
Statements
Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum (English)
0 references
16 November 2015
0 references
optimal stopping problem
0 references
symmetric random walk
0 references
optimal moment
0 references