Optimal stopping with private information (Q900599)

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scientific article; zbMATH DE number 7179968
  • An Inverse Optimal Stopping Problem for Diffusion Processes
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English
Optimal stopping with private information
scientific article; zbMATH DE number 7179968
  • An Inverse Optimal Stopping Problem for Diffusion Processes

Statements

Optimal stopping with private information (English)
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An Inverse Optimal Stopping Problem for Diffusion Processes (English)
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22 December 2015
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12 March 2020
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dynamic mechanism design
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optimal stopping
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dynamic implementability
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posted-price mechanism
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reflected stochastic processes
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