Optimal Stopping When the Future is Discounted
From MaRDI portal
Publication:5540947
DOI10.1214/aoms/1177698978zbMath0158.17201OpenAlexW1982889964MaRDI QIDQ5540947
Lester E. Dubins, Henry Teicher
Publication date: 1967
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698978
Related Items (13)
Optimal stopping rules for correlated random walks with a discount ⋮ A bold strategy is not always optimal in the presence of inflation ⋮ On Optimality of Bold Play for Primitive Casinos in the Presence of Inflation ⋮ A note on one-sided solutions for optimal stopping problems driven by Lévy processes ⋮ Some time-invariant stopping rule problems ⋮ Variability is beneficial in marked stopping problems ⋮ Subfair primitive casino with a discount factor ⋮ On infinite horizon optimal stopping of general random walk ⋮ Subfair ?Red-and-Black? in the presence of inflation ⋮ One-sided solutions for optimal stopping problems with logconcave reward functions ⋮ Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model ⋮ On a solution of the optimal stopping problem for processes with independent increments ⋮ Quickest detection with exponential penalty for delay
This page was built for publication: Optimal Stopping When the Future is Discounted
