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

DOI10.1007/978-0-8176-8337-5_17zbMath1374.60077OpenAlexW2222229179MaRDI QIDQ4593614

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

Mathematics Subject Classification ID

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

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