An exactly solvable multiple stochastic optimal stopping problem

DOI10.1186/S13662-018-1626-7zbMATH Open1446.93078OpenAlexW2805347509MaRDI QIDQ1712232FDOQ1712232

Authors Hidekazu Yoshioka 

Publication date 21 January 2019

Published in Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/s13662-018-1626-7

zbMATH Keywords

geometric Brownian motionvariational inequalitydynamic programming principlemultiple optimal stopping

Mathematics Subject Classification ID

Ecology (92D40) Optimal stochastic control (93E20)

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Cites Work

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• Viscosity solutions of optimal stopping problems

Cited In (3)

• A Direct Approach to the Solution of Optimal Multiple-Stopping Problems
• Title not available (Why is no real title available?)
• An optimal stopping problem in the stochastic Gilpin-Ayala population model

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