As a guest user you are not logged in or recognized by your IP address. You have
access to the Front Matter, Abstracts, Author Index, Subject Index and the full
text of Open Access publications.
This chapter is a survey to the recent developments on problems of optimal stopping under ambiguity. This chapter develops a theory of optimal stopping under ambiguity in a fairly general framework. The characterization of the value process and the optimal stopping rule are presented. Moreover, the value function is leaded to a free boundary problem in a Markov setting.
This website uses cookies
We use cookies to provide you with the best possible experience. They also allow us to analyze user behavior in order to constantly improve the website for you. Info about the privacy policy of IOS Press.
This website uses cookies
We use cookies to provide you with the best possible experience. They also allow us to analyze user behavior in order to constantly improve the website for you. Info about the privacy policy of IOS Press.
loading subjects...
