Optimal Stopping of the Integral of a Wiener Process

DOI10.1137/1120044zbMath0346.60027OpenAlexW2013168348MaRDI QIDQ4115866

T. P. Miroshnichenko

Publication date: 1975

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1120044

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

Related Items (5)

The tree-cutting problem in a stochastic environment: The case of age- dependent growth ⋮ Two‐state‐variable stochastic tree problems ⋮ Repeated stochastic tree problems ⋮ Stochastic models for capital growth ⋮ Optimal replacement policy with stochastic maintenance and operation costs

This page was built for publication: Optimal Stopping of the Integral of a Wiener Process