Optimal stopping problems with restricted stopping times (Q2358495)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal stopping problems with restricted stopping times |
scientific article |
Statements
Optimal stopping problems with restricted stopping times (English)
0 references
15 June 2017
0 references
optimal stopping times
0 references
restricted stopping times
0 references
supermartingales
0 references
Snell's envelope
0 references
partially ordered set
0 references
0 references