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On a general zero-sum stochastic game with optimal stopping
a general zero-sum stochastic game optimal stopping
2009/9/24
In the paper a general zeroaum stochastic game with
stopping is considered. Using the so-called penalty method the author
shows the existence of the value of the game under fairly general
assumptio...
Addendum to the paper "On a general zero-sum stochastic game with optimal stopping"
Addendum a general zero-sum stochastic game optimal stopping
2009/9/24
Addendum to the paper "On a general zero-sum stochastic game with optimal stopping"。
A probabilistic approach to the reduite in optimal stopping
A probabilistic approach the reduite in optimal stopping
2009/9/23
In this work the approach to the reduite is made in
a simple and unified way. More precisely, we use the same probabilistic
technique to study the optimal stopping problem associated with
the redui...
On the Values of Optimal Stopping Problems for Generalized Averages of Discrete Random Variables
Optimal Stopping Problems Generalized Averages Discrete Random Variables
2009/9/17
On the Values of Optimal Stopping Problems for Generalized Averages of Discrete Random Variables。
On the Novikov-Shiryaev Optimal Stopping Problems in Continuous Time
Levy processes optimal stopping problem Appell polynomials pasting principles
2009/4/24
Novikov and Shiryaev (2004) give explicit solutions to a class of optimal stopping problems for random walks based on other similar examples given in Darling et al. (1972). We give the analogue of the...