Approximation of optimal stopping problems.
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Publication:1879497
DOI10.1016/S0304-4149(00)00048-XzbMath1047.60039OpenAlexW2061166491MaRDI QIDQ1879497
Robert Kühne, Ludger Rüschendorf
Publication date: 22 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00048-x
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- On the full information best-choice problem
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