Existence and explicit determination of optimal stopping times
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Publication:755258
DOI10.1016/0304-4149(78)90066-2zbMATH Open0417.60052OpenAlexW2087328635MaRDI QIDQ755258FDOQ755258
Authors: Anthony G. Mucci 
Publication date: 1978
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3355
Convergence of probability measures (60B10) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
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- Existence and explicit determination of optimal stopping times
Cited In (6)
- The Stochastic Sequential Assignment Problem With Random Deadlines
- Existence and explicit determination of optimal stopping times
- On the structure of discounted optimal stopping problems for one-dimensional diffusions
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING
- A harmonic function technique for the optimal stopping of diffusions
- Optimal Stopping of One-Dimensional Diffusions
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