Optimal selling rules in a regime switching model

DOI10.1109/TAC.2005.854657zbMath1365.60062MaRDI QIDQ5274167

Xin Guo, Qing Zhang

Publication date: 12 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Search theory (90B40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40)

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