THE FORMULATION AND METHOD OF SOLUTION OF OPTIMAL STOPPING PROBLEM

Authors

  • Entisar Alrasheed sidahmed* Author

Keywords:

Stopping time, optimal stopping problem, Variational inequality.

Abstract

This paper is concerned with the formulation and method of solution of the optimal stopping problem, the existence and uniqueness of the optimal topping time are also present.

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Published

2017-01-30

Issue

Vol. 4 No. 1 (2017): january 2017

Section

Articles