Optimal Stopping Problem with a Vector-Valued Reward Function (Q4979798)
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scientific article; zbMATH DE number 6305413
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping Problem with a Vector-Valued Reward Function |
scientific article; zbMATH DE number 6305413 |
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Optimal Stopping Problem with a Vector-Valued Reward Function (English)
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19 June 2014
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geometric Brownian motions
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scalarization method
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vector-valued optimal stopping problem
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