Reversible stopping (``switching) implies super contact

DOI10.1007/S10287-007-0060-1zbMath1175.91034OpenAlexW2091232021MaRDI QIDQ1031954

Franz Wirl

Publication date: 23 October 2009

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-007-0060-1

zbMATH Keywords

stoppingswitchingreal optionsuper contactItô-process

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Dynamic games (91A25) Decision theory for games (91A35)

Related Items (1)

Common value experimentation

Cites Work

• Unnamed Item
• Super contact and related optimality conditions
• Optimal timing problems in environmental economics.

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