A Sequential Entry Problem with Forced Exits

DOI10.1287/moor.1040.0141zbMath1082.60036OpenAlexW2035715445MaRDI QIDQ5704234

Hui Wang

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1040.0141

zbMATH Keywords

variational inequalityoptimal stopping

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Brownian motion (60J65) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (3)

A class of solvable multiple entry problems with forced exits ⋮ Pricing Asset Scheduling Flexibility using Optimal Switching ⋮ Sequential entry and exit decisions with an ergodic performance criterion

This page was built for publication: A Sequential Entry Problem with Forced Exits