An entry‐exit model involving construction and abandonment periods

DOI10.1002/MMA.6080zbMATH Open1453.60096OpenAlexW2998162155MaRDI QIDQ5120792

Yi Zhang, Yong-Chao Zhang

Publication date: 16 September 2020

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.6080

zbMATH Keywords

optimal stopping problemabandonment periodconstruction periodstart time of entrystart time of exit

Mathematics Subject Classification ID

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

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