The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010)
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scientific article
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| English | The monotone case approach for the solution of certain multidimensional optimal stopping problems |
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The monotone case approach for the solution of certain multidimensional optimal stopping problems (English)
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7 April 2020
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monotone stopping rules
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optimal stopping
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Doob-Meyer decomposition
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multiple buying-selling
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Poisson disorder problem
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optimal investment problem
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0.8437989950180054
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0.7846193313598633
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