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Optimal stopping problems with restricted stopping times - MaRDI portal

Optimal stopping problems with restricted stopping times (Q2358495)

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Optimal stopping problems with restricted stopping times
scientific article

    Statements

    title
    Optimal stopping problems with restricted stopping times (English)
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    author
    Wenqing Bao
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    Xianyi Wu
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    Xian Zhou
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    publication date
    15 June 2017
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    zbMATH Keywords
    optimal stopping times
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    restricted stopping times
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    supermartingales
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    Snell's envelope
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    partially ordered set
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    cites work
    Q5641856
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    Q5653410
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    Q4368791
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    Q4114574
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    Q3378055
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    Q4550917
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    Q3914255
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    Q4172681
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    Q5783814
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    Q3906202
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    Identifiers

    zbMATH DE Number
    6731295
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    OpenAlex ID
    W2333512719
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    DOI
    10.3934/JIMO.2016023
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