On expected utility in optimal stopping of diffusions
Year of publication: |
2020
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Authors: | Duraj, Jetlir |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 6, p. 811-815
|
Subject: | Dynamic consistency | Optimal stopping | Diffusions | Expected utility | Suchtheorie | Search theory | Erwartungsbildung | Expectation formation | Nutzen | Utility | Entscheidung | Decision |
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