Optimal Stopping Problem with a Vector-Valued Reward Function (Q4979798)
From MaRDI portal
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 |
Statements
Optimal Stopping Problem with a Vector-Valued Reward Function (English)
0 references
19 June 2014
0 references
geometric Brownian motions
0 references
scalarization method
0 references
vector-valued optimal stopping problem
0 references