Note on the (non-)smoothness of discrete time value functions in optimal stopping (Q2201538): Difference between revisions

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+Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
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+On optimal stopping rules for \(s_ n /n\)
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+Nonsmooth equations in optimization. Regularity, calculus, methods and applications
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+Q3511598
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+Q3378055
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+Explicit Solutions to Some Problems of Optimal Stopping
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+On the smoothness of value functions and the existence of optimal strategies in diffusion models
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+On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
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