On an Optimal Stopping Problem for Multi-Parameter Diffusion Processes (Q3209937)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On an Optimal Stopping Problem for Multi-Parameter Diffusion Processes
scientific article

    Statements

    On an Optimal Stopping Problem for Multi-Parameter Diffusion Processes (English)
    0 references
    1990
    0 references
    multi-parameter process
    0 references
    stopping time
    0 references
    optimal tactic
    0 references
    optimal stopping problems
    0 references
    Bellman equation
    0 references
    0 references

    Identifiers