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An Optimal Stopping Problem Arising from a Decision Model with Many Agents - MaRDI portal

An Optimal Stopping Problem Arising from a Decision Model with Many Agents (Q4950722)

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scientific article; zbMATH DE number 1428399
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An Optimal Stopping Problem Arising from a Decision Model with Many Agents
scientific article; zbMATH DE number 1428399

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    An Optimal Stopping Problem Arising from a Decision Model with Many Agents (English)
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    3 March 2002
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    nonhomogeneous Markov processes
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    optimal stopping
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    Brownian motion
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    Stefan problem
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