The problem of finding stopping rules which maximize (EXt)(EYt) is considered, for independent pairs (X,, Yi) of nonnegative r.v.s with known joint distribution. The solution is compared to that of maximizing E(Xt Yt). When (X,, Y,) are uniform, a detailed analysis is given for the maximization prob
Explicit optimal value for Dynkin's stopping game
β Scribed by M. Yasuda
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 813 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0895-7177
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π SIMILAR VOLUMES
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