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Optimal multiple stopping of linear diffusions
Carmona, René; Dayanik, Savas - In: Mathematics of operations research 33 (2008) 2, pp. 446-460
Persistent link: https://www.econbiz.de/10003732454
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A probabilistic approach to extended finite state mean field games
Carmona, René; Wang, Peiqi - In: Mathematics of operations research 46 (2021) 2, pp. 471-502
Persistent link: https://www.econbiz.de/10012582177
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Stochastic graphon games : I. the static case
Carmona, René; Cooney, Daniel B.; Graves, Christy V.; … - In: Mathematics of operations research 47 (2022) 1, pp. 750-778
Persistent link: https://www.econbiz.de/10013364942
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Optimal Multiple Stopping of Linear Diffusions
Carmona, René; Dayanik, Savas - In: Mathematics of operations research 33 (2008) 2, pp. 446-460
Persistent link: https://www.econbiz.de/10008055488