Open AccessOptimal stopping of random walk with exponential utility function
Author(s) -
Александр Александрович Нестеренко,
V. M. Khametov,
А. М. Нестеренко,
V. M. Khametov
Publication year - 2021
Publication title -
trudy karelʹskogo naučnogo centra rossijskoj akademii nauk
Language(s) - English
Resource type - Journals
eISSN - 2312-4504
pISSN - 1997-3217
DOI - 10.17076/mat1295
Subject(s) - optimal stopping , random walk , exponential function , stopping time , bellman equation , mathematics , function (biology) , boundary (topology) , mathematical optimization , mathematical analysis , statistics , evolutionary biology , biology