RECURSIVE OPTIMAL STOPPING WITH POISSON STOPPING CONSTRAINTS

被引：0

作者：

Liang, Gechun ^{[1
]}

Wei, Wei ^{[2
]}

Wu, Zhen ^{[3
]}

Xu, Zhenda ^{[3
]}

机构：

[1] Department of Statistics, University of Warwick, Coventry,CV4 7AL, United Kingdom

[2] Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh,EH14 4AS, United Kingdom

[3] School of Mathematics, Shandong University, Jinan,250100, China

来源：

arXiv |

关键词：

Compendex;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Stochastic systems

引用