Optimal stopping of the maximum process: The maximality principle (Q1307457)
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scientific article; zbMATH DE number 1355211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping of the maximum process: The maximality principle |
scientific article; zbMATH DE number 1355211 |
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Optimal stopping of the maximum process: The maximality principle (English)
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4 May 2000
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principle of smooth fit
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maximality principle
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optimal stopping boundary
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Doob and Hardy-Littlewood inequalities
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