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Logconcave reward functions and optimal stopping rules of threshold form - MaRDI portal

Logconcave reward functions and optimal stopping rules of threshold form (Q2514313)

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Logconcave reward functions and optimal stopping rules of threshold form
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    Logconcave reward functions and optimal stopping rules of threshold form (English)
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    3 February 2015
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    optimal stopping
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    threshold form
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    skip-free random walk
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    spectrally negative Lévy process
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