A multidimensional optimal stopping-time problem, with time-average criterion (Q3484747)
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scientific article; zbMATH DE number 4156342
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| English | A multidimensional optimal stopping-time problem, with time-average criterion |
scientific article; zbMATH DE number 4156342 |
Statements
A multidimensional optimal stopping-time problem, with time-average criterion (English)
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1990
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optimal stopping-time problem
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diffusion process
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time-average
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Gittins index
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optimal stopping policy
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0.8688598275184631
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0.8486428260803223
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0.7905865907669067
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0.7881369590759277
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