scientific article; zbMATH DE number 279471

MaRDI QIDQ5289430zbMATH OpenFDO

Authors Kunhui Liu

Publication date 24 August 1993

zbMATH Keywords

optimal principlesoptimal stopping problems with degeneration

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Recommendations

• Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum
• On a class of optimal stopping problems for diffusions with discontinuous coefficients
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• Principles of optimal stopping and free-boundary problems
• Optimal impulse control problems for degenerate diffusions with jumps

Cited in

(2)

• Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum
• Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum

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