Reward functionals, salvage values, and optimal stopping (Q1397015)

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Reward functionals, salvage values, and optimal stopping
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    title
    Reward functionals, salvage values, and optimal stopping (English)
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    DOI
    10.1007/s001860100161
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    author
    Luis H. R. Alvarez
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    publication date
    16 July 2003
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    Mathematics Subject Classification ID
    60G40
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    60J60
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    62L15
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    zbMATH DE Number
    1950158
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    zbMATH Keywords
    salvage value
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    optimal stopping
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    linear diffusion
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    minimal \(r\)-excessive mappings
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