New class of optimal multiple stopping times problems (Q6887667)
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scientific article; zbMATH DE number 8133486
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | New class of optimal multiple stopping times problems |
scientific article; zbMATH DE number 8133486 |
Statements
New class of optimal multiple stopping times problems (English)
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9 December 2025
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optimal multiple stopping
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discounted factor
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Markov process
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diffusion process
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Snell envelope
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dynamic programming
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\(\beta\)-excessive functions
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swing option
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COVID-19 pandemic
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