Stable stopping

DOI10.1524/strm.2012.1085zbMath1466.60085OpenAlexW4232583185MaRDI QIDQ2048193

Erick Treviño Aguilar

Publication date: 5 August 2021

Published in: Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/strm.2012.1085

zbMATH Keywords

Lagrange multipliersoptimal stoppingSnell envelopeT-systemsoptimization constraintsregularization of stochastic processes

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40)

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