Author’s response

DOI10.1080/07474946.2016.1275381zbMath1419.60036OpenAlexW4232373115MaRDI QIDQ2986843

No author found.

Publication date: 16 May 2017

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2016.1275381

zbMATH Keywords

optimal stoppingMarkov processesmultidimensional problemsrunning maximum processfinite time horizonmonotone stopping rulesthreshold times

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic approximation (62L20) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Unnamed Item
• Optimal stopping and perpetual options for Lévy processes
• Optimal stopping of strong Markov processes
• Monotone stopping rules forstochastic processes in a semimartingale representation with applications
• Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen

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