A simple integral equation approach for optimal investment stopping problems with partial information (Q6841265)
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scientific article; zbMATH DE number 8174880
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| English | A simple integral equation approach for optimal investment stopping problems with partial information |
scientific article; zbMATH DE number 8174880 |
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A simple integral equation approach for optimal investment stopping problems with partial information (English)
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20 March 2026
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optimal investment stopping problem
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partial information
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dual control
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free boundary
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integral equations
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closed-form approximation
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