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

MaRDI QIDQ3603952zbMATH OpenFDO

Authors Michael R. Caputo

Publication date 24 February 2009

Mathematics Subject Classification ID

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

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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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