A general framework for optimal stopping problems associated with multivariate point processes, and applications (Q4317766)
From MaRDI portal
scientific article; zbMATH DE number 704998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general framework for optimal stopping problems associated with multivariate point processes, and applications |
scientific article; zbMATH DE number 704998 |
Statements
A general framework for optimal stopping problems associated with multivariate point processes, and applications (English)
0 references
21 December 1994
0 references
multivariate point processes
0 references
dynamic programming equations
0 references
representation theorem
0 references
internal filtration
0 references
