Reward functionals, salvage values, and optimal stopping

Mathematical Methods of Operations Research

Volumn 54, Issue 2, 2001, Pages 315-337

  Alvarez, Luis H R ^a  

^a UNIVERSITY OF TURKU   (Finland)

Author keywords

Linear diffusions; Minimal r excessive mappings; Optimal stopping; Salvage value

Indexed keywords

BOUNDARY CONDITIONS; CONFORMAL MAPPING; FUNCTIONS; LINEAR EQUATIONS; MATHEMATICAL OPERATORS; NONLINEAR PROGRAMMING; OPERATIONS RESEARCH; ORDINARY DIFFERENTIAL EQUATIONS; SET THEORY;

LINEAR DIFFUSIONS;

PROBLEM SOLVING;

EID: 0035663274     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860100161     Document Type: Article

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