Exact optimal stopping for multidimensional linear switching diffusions
Philip Ernst, Hongwei Mei
| Year of publication: |
2023
|
|---|---|
| Authors: | Ernst, Philip ; Mei, Hongwei |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 3, p. 1589-1606
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| Subject: | free-boundary problem | optimal stopping | quickest detection | switching diffusions | Suchtheorie | Search theory | Innovationsdiffusion | Innovation diffusion | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.1312 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329347