Monotone stopping rules forstochastic processes in a semimartingale representation with applications (Q3033064)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotone stopping rules forstochastic processes in a semimartingale representation with applications |
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Monotone stopping rules forstochastic processes in a semimartingale representation with applications (English)
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1989
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infinitesimal-look-ahead-rule
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partial information
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optimal stopping problem
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first entrance time
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optimality properties
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stochastic optimal stopping problems
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