An elementary approach to optimal stopping problems for AR(1) sequences (Q3083472)
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scientific article; zbMATH DE number 5868871
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| English | An elementary approach to optimal stopping problems for AR(1) sequences |
scientific article; zbMATH DE number 5868871 |
Statements
An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences (English)
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21 March 2011
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autoregressive sequences
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exponential innovations
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threshold Markovian times
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0.8192391395568848
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0.8185029029846191
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0.813309371471405
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0.8026331067085266
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