Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen

DOI10.1080/07474946.2016.1275319zbMath1419.60038OpenAlexW2591789836MaRDI QIDQ5892440

Albrecht Irle

Publication date: 16 May 2017

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

Full work available at URL: https://doi.org/10.1080/07474946.2016.1275319

zbMATH Keywords

finite time horizonmonotone stopping problems

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (1)

The monotone case approach for the solution of certain multidimensional optimal stopping problems

Cites Work

• Unnamed Item
• Optimal stopping of strong Markov processes
• An effective method for the explicit solution of sequential problems on the real line
• Monotone stopping rules forstochastic processes in a semimartingale representation with applications
• Monotone stopping problems and continuous time processes

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