"A Variational Inequality Sufficient Condition for Optimal Stopping with ..."

Raymond Rishel, Kurt Helmes (2006)

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DOI: 10.1137/050622699

access: closed

type: Journal Article

metadata version: 2020-07-09

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Raymond Rishel, Kurt Helmes:
A Variational Inequality Sufficient Condition for Optimal Stopping with Application to an Optimal Stock Selling Problem. SIAM J. Control. Optim. 45(2): 580-598 (2006)

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