Discrete time approximations of continuous time finite horizon stopping problems
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- Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay
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- Optimal Stopping of a Markov Process
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- Processus de Markov
- Stopping of functionals with discontinuity at the boundary of an open set
- Zero-sum Markov games with stopping and impulsive strategies
Cited in
(6)- Discrete-type approximations for non-Markovian optimal stopping problems. I
- On the convergence from discrete to continuous time in an optimal stopping problem.
- Finite difference approximation for stochastic optimal stopping problems with delays
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- Discontinuous solutions of deterministic optimal stopping time problems
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