Optimal stopping in a class of stopping times.

Concepción Arenas Solá

Stochastica (1985)

  • Volume: 9, Issue: 3, page 245-250
  • ISSN: 0210-7821

Abstract

top
In this paper we solve an optimal stopping problem for processed indexed by N U{∞} with respect to a certain class of stopping times.

How to cite

top

Arenas Solá, Concepción. "Arrêt optimal dans une classe de temps d'arrêt.." Stochastica 9.3 (1985): 245-250. <http://eudml.org/doc/38937>.

@article{ArenasSolá1985,
author = {Arenas Solá, Concepción},
journal = {Stochastica},
keywords = {Proceso de Markov; Tiempo de parada; Martingalas; optimal stopping; stopping times},
language = {fre},
number = {3},
pages = {245-250},
title = {Arrêt optimal dans une classe de temps d'arrêt.},
url = {http://eudml.org/doc/38937},
volume = {9},
year = {1985},
}

TY - JOUR
AU - Arenas Solá, Concepción
TI - Arrêt optimal dans une classe de temps d'arrêt.
JO - Stochastica
PY - 1985
VL - 9
IS - 3
SP - 245
EP - 250
LA - fre
KW - Proceso de Markov; Tiempo de parada; Martingalas; optimal stopping; stopping times
UR - http://eudml.org/doc/38937
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.