Optimal stopping for a particular family of stopping points in the plane
C. Areans
Abstract
C. Areans
Abstract
In this paper we construct a solution of the optimal stopping problem for discrete two-parameter stochastic processes, with respect to three particular families of stopping points, for example, the family {R stopping point,Z 1≤R≤Z 2} with Z 1,Z 2 being two stopping points, such that Z 1≤Z 2.
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In this paper we construct a solution of the optimal stopping problem for discrete two-parameter stochastic processes, with respect to three particular families of stopping points, for example, the family {R stopping point,Z 1≤R≤Z 2} with Z 1,Z 2 being two stopping points, such that Z 1≤Z 2.
Key concepts: Optimal stopping, Stopping time, Mathematics, Plane (geometry), Combinatorics, Point (geometry), Construct (python library), Computer science