Entry-exit decisions with implementation delay under uncertainty.

DOI10.21136/AM.2018.0205-17zbMath1499.60134arXiv1503.01285OpenAlexW2963203582WikidataQ129683769 ScholiaQ129683769MaRDI QIDQ1785659

Yong-Chao Zhang

Publication date: 1 October 2018

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.01285

zbMATH Keywords

viscosity solutionoptimal stopping problemimplementation delayentry decision timeexit decision time

Mathematics Subject Classification ID

Decision theory (91B06) Stopping times; optimal stopping problems; gambling theory (60G40)

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