Reward functionals, salvage values, and optimal stopping
type: Item
instance of: scholarly article
title: Reward functionals, salvage values, and optimal stopping
zbMATH Open document ID: 1018.60045
author: Luis H. R. Alvarez
published in: Mathematical Methods of Operations Research
publication date: 2003-07-16T00:00:00Z
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62L15
zbMATH DE Number: 1950158
zbMATH Keywords: salvage value
zbMATH Keywords: optimal stopping
zbMATH Keywords: linear diffusion
zbMATH Keywords: minimal \(r\)-excessive mappings
MaRDI profile type: Publication
full work available at URL: s001860100161
OpenAlex ID: W2050333050
DOI: 10.1007/S001860100161
description: scientific article; zbMATH DE number 1950158