Add to ORKGWe consider large classes of continuous time optimal stopping problems for which we establish the existence and form of the optimal stopping times. These optimal times are then used to find approximate optimal solutions for a class of discrete time problems
We study finite horizon optimal stopping problems for continuous time Feller-Markov pro-cesses. The ...
Some non-linear optimal stopping problems can be solved explicitly by using a common method which is...
32 pagesOptimal stoppingThis paper studies an optimal stopping problem for Lévy processes. We give a...
AbstractWe consider large classes of continuous time optimal stopping problems for which we establis...
We consider large classes of continuous time optimal stopping problems for which we establish the ex...
AbstractFor an extremal process (Zt)t the optimal stopping problem for Xt = f(Zt)−g(t) gives the con...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
This paper is concerned with the formulation and method of solution of the optimal stopping problem,...
In this paper we study the well-know optimal stopping problem applied to a general family of continu...
In this paper we consider continuous time risk sensitive optimal stopping problem. Using the probabi...
This paper considers the optimal stopping problem for continuous-time Markov processes. We describe ...
In this paper, we study simulation-based optimization algorithms for solving discrete time optimal s...
The present paper deals with an optimal stopping problem which permits the cost of obserbation in th...
Abstract We consider an optimal stopping problem with a discrete time stochastic process where a cri...
In this paper, we investigate sufficient conditions that ensure the optimality of threshold strategi...
We study finite horizon optimal stopping problems for continuous time Feller-Markov pro-cesses. The ...
Some non-linear optimal stopping problems can be solved explicitly by using a common method which is...
32 pagesOptimal stoppingThis paper studies an optimal stopping problem for Lévy processes. We give a...
AbstractWe consider large classes of continuous time optimal stopping problems for which we establis...
We consider large classes of continuous time optimal stopping problems for which we establish the ex...
AbstractFor an extremal process (Zt)t the optimal stopping problem for Xt = f(Zt)−g(t) gives the con...
This thesis deals with the explicit solution of optimal stopping problems with infinite time horizon...
This paper is concerned with the formulation and method of solution of the optimal stopping problem,...
In this paper we study the well-know optimal stopping problem applied to a general family of continu...
In this paper we consider continuous time risk sensitive optimal stopping problem. Using the probabi...
This paper considers the optimal stopping problem for continuous-time Markov processes. We describe ...
In this paper, we study simulation-based optimization algorithms for solving discrete time optimal s...
The present paper deals with an optimal stopping problem which permits the cost of obserbation in th...
Abstract We consider an optimal stopping problem with a discrete time stochastic process where a cri...
In this paper, we investigate sufficient conditions that ensure the optimality of threshold strategi...
We study finite horizon optimal stopping problems for continuous time Feller-Markov pro-cesses. The ...
Some non-linear optimal stopping problems can be solved explicitly by using a common method which is...
32 pagesOptimal stoppingThis paper studies an optimal stopping problem for Lévy processes. We give a...