Blar i ODA Open Digital Archive på forfatter "Christensen, S."
-
Resolvent-techniques for multiple exercise problems
Christensen, S.; Lempa, Jukka (Applied Mathematics & Optimization;71(1), Journal article; Peer reviewed, 2014-05-21)Abstract. We study optimal multiple stopping of strong Markov processes with random refraction periods. The refraction periods are assumed to be exponentially distributed with a common rate and independent of the underlying ...