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Seminarium i matematik

Optimal stopping without processes

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In this study, we delve into the optimal stopping problem by examining the case in which the reward is given by a family    ϕ ϕ ∈ T0 of nonnegative random variables indexed by predictable stopping times. We aim to elucidate various properties of the value function family within this context. We prove the existence of an optimal predictable stopping time, subject to specific assumptions regarding the reward function

Based on joint work with Hilbert Astrid and Siham Bouhadou

B1006 Youssef Ouknine Lägg till i din kalender