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Multivariate fractional optimal stopping problems
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DOI：10.47974/JIOS-1601.png)
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Abstract
En 中文
This paper present a development of new multivariate optimal stopping problems which associated the discrete time or continuous time stochastic processes with a fractional reward criterion. By applying the established reasoning approach in mathematical programming theory, the existence of an optimal stopping time for these problems will be established by assuming certain regularity conditions on the stochastic processes.
Keywords:
Fractional reward
Optimal stopping
Parametric method
Stopping time.
Journal
J
IF:
0.7
Papers:
128
Citations:
0
