Article ID Journal Published Year Pages File Type
1152844 Statistics & Probability Letters 2009 8 Pages PDF
Abstract
An optimal stopping time problem with a Poisson process, discount function and random starting time is considered. Generalizations to a problem with random horizon and to a multi-person stopping game with priorities are presented.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
A version of the Elfving problem with random starting time
Authors
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