On optimal stopping with nonlinear costs of observation (Q3834907)
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scientific article; zbMATH DE number 4111849
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On optimal stopping with nonlinear costs of observation |
scientific article; zbMATH DE number 4111849 |
Statements
On optimal stopping with nonlinear costs of observation (English)
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1988
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curved stopping boundaries
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nonlinear costs of observation
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optimal stopping boundary
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discrete time
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Wiener process
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0.90554016828537
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0.8832694888114929
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0.8756057024002075
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0.8310999870300293
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