Optimal stopping with variable attention
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Cites work
- A class of solvable impulse control problems
- A class of solvable stopping games
- A note on optimal stopping of diffusions with a two-sided optimal rule
- A problem of singular stochastic control with discretionary stopping
- A zero-sum Poisson stopping game with asymmetric signal rates
- Constrained optimal stopping, liquidity and effort
- Control and stopping of a diffusion process on an interval
- Discounted nonzero-sum optimal stopping games under Poisson random intervention times
- Dynkin games with Poisson random intervention times
- Game approach to the optimal stopping problem†
- scientific article; zbMATH DE number 1795850 (Why is no real title available?)
- Limited information capacity as a source of inertia
- Martingale approach to stochastic control with discretionary stopping
- On optimal harvesting problems in random environments
- On some optimal stopping problems with constraint
- Optimal harvesting of stochastically fluctuating populations
- Optimal stopping with information constraint
- Optimal stopping with random intervention times
- Optimal switching at Poisson random intervention times
- Randomised rules for stopping problems
- Singular stochastic control, linear diffusions, and optimal stopping: A class of solvable problems
- Stochastic Forest Stand Value and Optimal Timber Harvesting
- Stopping at the maximum of geometric Brownian motion when signals are received
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