A general method for finding the optimal threshold in discrete time (Q5087022)
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scientific article; zbMATH DE number 7554636
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general method for finding the optimal threshold in discrete time |
scientific article; zbMATH DE number 7554636 |
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A general method for finding the optimal threshold in discrete time (English)
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8 July 2022
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monotone stopping rules
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optimal stopping
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explicit solutions
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discrete time
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Novikov-Shiryaev
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threshold times
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myopic stopping time
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0.8558471202850342
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0.8334112167358398
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0.8304163217544556
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0.8139678835868835
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0.7936069369316101
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