book chapterBirkhäuser Basel eBooksJan 1, 2006BRONZE OA

Optimal stopping and free-boundary problems

GPGoran PeškirАНАльберт Николаевич ШиряевSGS GraversenJPJ Peder- SenLSL Shepp
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Abstract

The present monograph, based mainly on studies of the authors and their coauthors, and also on lectures given by the authors in the past few years, has the following particular aims:

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1,112
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Authors

6

Topics & keywords

Topics
Keywords
  • Optimal stopping
  • Boundary (topology)
  • Computer science
  • Mathematics
  • Mathematical optimization
  • Mathematical analysis
UN Sustainable Development Goals
  • Decent work and economic growth
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