An Optimal k-Stopping Problem for the Poisson Process

Autor(en): Stadje, Wolfgang 
Stichwörter: Stopping time; Bellman equation; Optimal stopping; Applied mathematics; Compound Poisson process; Mathematics; Poisson distribution; Poisson process; Mathematical optimization
Erscheinungsdatum: 1987
Herausgeber: Springer, Dordrecht
Startseite: 231
Seitenende: 244
DOI: https://doi.org/10.1007/978-94-009-3965-3_21

Show full item record

Page view(s)

1
Last Week
0
Last month
0
checked on Jun 1, 2024

Google ScholarTM

Check

Altmetric