Pages that link to "Item:Q2514313"
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The following pages link to Logconcave reward functions and optimal stopping rules of threshold form (Q2514313):
Displaying 5 items.
- Sharp inequalities for optimal stopping with rewards based on ranks (Q1198584) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)