RECURSIVE OPTIMAL STOPPING WITH POISSON STOPPING CONSTRAINTS

被引：0
|
作者：
Liang, Gechun [1 ]
Wei, Wei [2 ]
Wu, Zhen [3 ]
Xu, Zhenda [3 ]
机构：
[1] Department of Statistics, University of Warwick, Coventry,CV4 7AL, United Kingdom
[2] Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh,EH14 4AS, United Kingdom
[3] School of Mathematics, Shandong University, Jinan,250100, China
来源：
arXiv |
关键词：
Compendex;
D O I：
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摘要：
Stochastic systems
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