The intrinsic qualitative properties of the classical optimal stopping problem are invariant to the functional form of the discount function

zbMATH Open1155.60319MaRDI QIDQ3603952FDOQ3603952

Authors: Michael R. Caputo 

Publication date: 24 February 2009

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Mathematics Subject Classification ID

Applications of statistics (62P99) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (1)

• The intrinsic comparative dynamics of infinite horizon optimal control problems with a time-varying discount rate and time-distance discounting

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