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Approximation of optimal stopping problems

Published:2000-12 Issue:2 Volume:90 Page:301-325
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Kühne Robert,Rüschendorf Ludger

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference14 articles.

1. Embedding optimal selection problems in a Poisson process;Bruss;Stochastic Process. Appl.,1991

2. Great Expectations: The Theory of Optimal Stopping.;Chow,1971

3. A persistence problem connected with a point process;Elfving;J. Appl. Probab.,1967

4. Optimal stoping for extremal processes;Flatau;Stochastic Process. Appl.,1984

5. On the full information best choice problem;Gnedin;J. Appl. Probab.,1996

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2. Optimal Multiple Stopping with Sum-Payoff;Theory of Probability & Its Applications;2013-01

3. Approximative solutions of best choice problems;Electronic Journal of Probability;2012-01-01

4. On approximative solutions of optimal stopping problems;Advances in Applied Probability;2011-12

5. On approximative solutions of optimal stopping problems;Advances in Applied Probability;2011-12

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