One-sided solutions for optimal stopping problems with logconcave reward functions

From MaRDI portal
Publication:5203892

DOI10.1017/APR.2019.4zbMath1427.60070arXiv1710.04339OpenAlexW2964083409WikidataQ127449366 ScholiaQ127449366MaRDI QIDQ5203892

Yi-Ching Yao, Yi-Shen Lin

Publication date: 9 December 2019

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.04339




Related Items (2)




Cites Work




This page was built for publication: One-sided solutions for optimal stopping problems with logconcave reward functions