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Optimal stopping time for geometric random walks with power payoff function - MaRDI portal

Optimal stopping time for geometric random walks with power payoff function (Q828094)

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scientific article; zbMATH DE number 7294511
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English
Optimal stopping time for geometric random walks with power payoff function
scientific article; zbMATH DE number 7294511

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    Optimal stopping time for geometric random walks with power payoff function (English)
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    14 January 2021
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    geometric random walks
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    stopping time
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    stopping domain
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    domain of continuing observations
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    generating function
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