Browsing SAM - Handelshøyskolen by Subject "VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410::Anvendt matematikk: 413"

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    • 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 ...