Optimal stopping with information constraint (Q2391931)
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scientific article; zbMATH DE number 6195105
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| default for all languages | No label defined |
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| English | Optimal stopping with information constraint |
scientific article; zbMATH DE number 6195105 |
Statements
Optimal stopping with information constraint (English)
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5 August 2013
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optimal stopping
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irreversible investment
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linear diffusion
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Poisson process
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Bellman principle of optimality
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resolvent operator
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exogenous information constraint
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exercise payoff
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maximization problem
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geometric Brownian motion
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Markovian apparatus
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0.9417089
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0.9340691
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0.91379094
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0.91231406
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0.90284544
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0.90131706
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0.89971197
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