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Asymptotics of the boundaries in one non-linear optimal stopping problem - MaRDI portal

Asymptotics of the boundaries in one non-linear optimal stopping problem (Q3305705)

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Asymptotics of the boundaries in one non-linear optimal stopping problem
scientific article

    Statements

    title
    Asymptotics of the boundaries in one non-linear optimal stopping problem (English)
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    publication date
    10 August 2020
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    zbMATH Keywords
    nonlinear optimal stopping problem
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    Identifiers

    DOI
    10.1070/RM9912
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    Mathematics Subject Classification ID
    62L15
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    60G22
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    60G40
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    zbMATH DE Number
    7229700
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    OpenAlex ID
    W3018016927
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