A Direct Approach to the Solution of Optimal Multiple-Stopping Problems

DOI10.1007/978-0-8176-8337-5_17zbMATH Open1374.60077OpenAlexW2222229179MaRDI QIDQ4593614FDOQ4593614

Authors: Richard H. Stockbridge, Chao Zhu 

Publication date: 22 November 2017

Published in: Systems & Control: Foundations & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-8176-8337-5_17

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Mathematics Subject Classification ID

Diffusion processes (60J60) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Microeconomic theory (price theory and economic markets) (91B24)

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• Thinning and harvesting in stochastic forest models
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• Analysis of production decisions under budget limitations
• Linear programming approximations for Markov control processes in metric spaces

Cited In (3)

• Resolvent-techniques for multiple exercise problems
• Solving the bilateral group selection problem using optimal stopping options
• Title not available (Why is that?)

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