1988StochasticsRequires access

Optimal stopping for a particular family of stopping points in the plane

C. Areans

Open publisher page 0 citations

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.

About this research paper

What this paper is about

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.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available 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.

Key concepts: Optimal stopping, Stopping time, Mathematics, Plane (geometry), Combinatorics, Point (geometry), Construct (python library), Computer science

Related papers

Back to paper searchBrowse research topicsOriginal source
Optimal stopping for a particular family of stopping points in the plane — Research Paper | ScholarLens