Optimal stopping with information constraint
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Publication:2391931
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Cites work
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- Optimal stopping with random intervention times
- Reward functionals, salvage values, and optimal stopping
- Stochastic partial differential equations driven by multiparameter fractional white noise
- Stopping at the maximum of geometric Brownian motion when signals are received
- Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options
- The Russian option: Reduced regret
Cited in
(31)- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
- The shape of the value function under Poisson optimal stopping
- A note on asymptotics between singular and constrained control problems of one-dimensional diffusions
- Constrained optimal stopping, liquidity and effort
- Resolvent-techniques for multiple exercise problems
- A class of solvable multiple entry problems with forced exits
- A zero-sum Poisson stopping game with asymmetric signal rates
- On some optimal stopping problems with constraint
- Optimal switching at Poisson random intervention times
- Decision model on optimal stopping of business opportunity digging under imperfect information
- scientific article; zbMATH DE number 3896138 (Why is no real title available?)
- Ergodic control of diffusions with random intervention times
- On the forward algorithm for stopping problems on continuous-time Markov chains
- Randomised rules for stopping problems
- Dynkin games with Poisson random intervention times
- Stochastic control representations for penalized backward stochastic differential equations
- On some impulse control problems with constraint
- Bounded variation control of Itô diffusions with exogenously restricted intervention times
- OPTIMAL STOPPING WITH DELAYED INFORMATION
- Solutions for Poissonian stopping problems of linear diffusions via extremal processes
- The value of information in stopping problems
- Constrained optimal stopping under a regime-switching model
- Two-sided Poisson control of linear diffusions
- Callable convertible bonds under liquidity constraints and hybrid priorities
- Recursive optimal stopping with Poisson stopping constraints
- Optimal stopping problems with constraints for continuous-time general Markov processes
- Optimal stopping with variable attention
- Zero-sum Dynkin games under common and independent Poisson constraints
- A sequential stopping problem with costly reversibility
- Some results on optimal stopping under phase-type distributed implementation delay
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale
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