Exact Optimal Stopping for Multidimensional Linear Switching Diffusions (Q6121639)
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scientific article; zbMATH DE number 7809871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Optimal Stopping for Multidimensional Linear Switching Diffusions |
scientific article; zbMATH DE number 7809871 |
Statements
Exact Optimal Stopping for Multidimensional Linear Switching Diffusions (English)
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27 February 2024
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quickest detection
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switching diffusions
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optimal stopping
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free-boundary problem
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