A general framework for optimal stopping problems associated with multivariate point processes, and applications

DOI10.1080/07474949408836314zbMath0815.62052OpenAlexW1963689741MaRDI QIDQ4317766

Frans A. Boshuizen

Publication date: 21 December 1994

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

Full work available at URL: https://doi.org/10.1080/07474949408836314

zbMATH Keywords

representation theoremmultivariate point processesdynamic programming equationsinternal filtration

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Optimal stopping in statistics (62L15)

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