Bounds for a constrained optimal stopping problem
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Publication:732774
DOI10.1007/s11590-009-0127-8zbMath1174.60017MaRDI QIDQ732774
Publication date: 15 October 2009
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11590-009-0127-8
60J65: Brownian motion
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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Asymptotic behaviour of a nonlinear equation and its application, Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping
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