The Theory Of Optimal Stopping
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Language: en
Pages: 515
Pages: 515
Type: BOOK - Published: 2006-11-10 - Publisher: Springer Science & Business Media
This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the the
Language: en
Pages: 168
Pages: 168
Type: BOOK - Published: 1971 - Publisher:
Language: en
Pages: 292
Pages: 292
Type: BOOK - Published: 2007-08-26 - Publisher: Springer Science & Business Media
Here, two highly experienced authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explain
Language: en
Pages: 139
Pages: 139
Type: BOOK - Published: 1991-01 - Publisher: Dover Publications
Language: en
Pages: 328
Pages: 328
Type: BOOK - Published: 2021-11-02 - Publisher: Springer Nature
This book is devoted to problems of stochastic control and stopping that are time inconsistent in the sense that they do not admit a Bellman optimality principl