OPTIMAL STOPPING PROBLEM WITH UNCERTAIN RECALL

被引：13

|

作者：

IKUTA, S ^{[1
]}

机构：

[1] UNIV TSUKUBA,INST SOCIOECON PLANNING,SAKURA,IBARAKI 305,JAPAN

来源：

JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF JAPAN | 1988年 / 31卷 / 02期

关键词：

D O I：

10.15807/jorsj.31.145

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

收藏

页码：145 / 171

页数：27

相关论文

共 50 条

[41] A NEW WEAK SOLUTION TO AN OPTIMAL STOPPING PROBLEM
Qin, Cong
Chen, Xinfu
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2020, 25 (12): : 4823 - 4837
[42] A Capped Optimal Stopping Problem for the Maximum Process
Kyprianou, Andreas
Ott, Curdin
ACTA APPLICANDAE MATHEMATICAE, 2014, 129 (01) : 147 - 174
[43] An Inverse Optimal Stopping Problem for Diffusion Processes
Kruse, Thomas
Strack, Philipp
MATHEMATICS OF OPERATIONS RESEARCH, 2019, 44 (02) : 423 - 439
[44] AN OPTIMAL STOPPING PROBLEM IN THE EXCAVATION OF ARCHAEOLOGICAL REMAINS
NAKAI, T
JOURNAL OF APPLIED PROBABILITY, 1991, 28 (04) : 924 - 929
[45] On the problem of optimal stopping for the composite Russian option
R. V. Ivanov
Automation and Remote Control, 2010, 71 : 1602 - 1607
[46] The Optimal Stopping Problem under a Random Horizon
Choulli, Tahir
Alsheyab, Safa'
MATHEMATICS, 2024, 12 (09)
[47] Random process optimal stopping in the problem with constraints
Dokuchaev, NG
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1997, 41 (04) : 761 - 768
[48] APPROXIMATIONS OF THE OPTIMAL STOPPING PROBLEM IN PARTIAL OBSERVATION
MAZZIOTTO, G
JOURNAL OF APPLIED PROBABILITY, 1986, 23 (02) : 341 - 354
[49] INTEGRATION OF THE OPTIMAL RISK IN A STOPPING PROBLEM WITH ABSORPTION
ELKAROUI, N
KARATZAS, I
LECTURE NOTES IN MATHEMATICS, 1989, 1372 : 405 - 420
[50] REGULARITY OF THE OPTIMAL STOPPING PROBLEM FOR JUMP DIFFUSIONS
Bayraktar, Erhan
Xing, Hao
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2012, 50 (03) : 1337 - 1357

← 1 2 3 4 5 →