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Russian Mathematical Surveys, 2020, Volume 75, Issue 2, Pages 380–382
DOI: https://doi.org/10.1070/RM9912 (Mi rm9912) 		 
Brief Communications

Asymptotics of the boundaries in one non-linear optimal stopping problem

A. A. Muravlev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
English version PDF (379 kB) Russian version article
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DOI: https://doi.org/10.1070/RM9912
Funding agency Grant number
Russian Foundation for Basic Research 18-31-20031
Received: 12.01.2020
Bibliographic databases:
Document Type: Article
MSC: Primary 62L15, 60G22; Secondary 60G40
Language: English
Original paper language: Russian
Citation: A. A. Muravlev, “Asymptotics of the boundaries in one non-linear optimal stopping problem”, Russian Math. Surveys, 75:2 (2020), 380–382
Citation in format AMSBIB
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\by A.~A.~Muravlev
\paper Asymptotics of the boundaries in one non-linear optimal stopping problem
\jour Russian Math. Surveys
\yr 2020
\vol 75
\issue 2
\pages 380--382
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    Abstract page:328
    Russian version PDF:40
    English version PDF:11
    References:37
    First page:37
     
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