A Unified “Bang-Bang” Principle with Respect to ${\ccR}$-Invariant Performance Benchmarks (Q2845222)

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A Unified “Bang-Bang” Principle with Respect to ${\ccR}$-Invariant Performance Benchmarks
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    A Unified “Bang-Bang” Principle with Respect to ${\ccR}$-Invariant Performance Benchmarks (English)
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    22 August 2013
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    optimal stopping
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    buy-and-hold or sell-at-once rule
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    \(\mathcal R\)-invariant performance benchmarks
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