Optimal Stopping and Free-Boundary Problems

By Goran Peskir, Alʹbert Nikolaevich Shiri︠a︡ev. 2006

675 citations recorded by the source corpus.

Subfields: Computer Networks and Communications, Industrial and Manufacturing Engineering

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computer Networks and Communications

1. Yeon-Koo Che
2. Konrad Mierendorff
3. Goran Peskir

In Industrial and Manufacturing Engineering

1. Yeon-Koo Che
2. Konrad Mierendorff
3. Goran Peskir

Citations in the corpus

• Optimal Dynamic Allocation of Attention (2018, methodology): “Our model shares a common theme with the rational inattention model (henceforth, RI) introduced by Sims (2003) and further developed by Matejka and McKay (2015) and Steiner, Stewart, and Matějka (2017).”
• The trap of complacency in predicting the maximum. (2007, background): “[18]) that the optimal stopping time in (2.”
• Optimal Stopping Games and Nash Equilibrium (2009, background): “[27] and [28]).”
• On time-inconsistent stopping problems and mixed strategy stopping times (2018, neutral): “Use the Itô-Tanaka formula, see e.g. [35] or [36, p. 75], to obtain, for 0 Thus, (cid:1) is finite.”
• Global $C^{1}$ regularity of the value function in optimal stopping problems (2018, background): “[41] and [49]) that the first entry time of X into the (finely) closed set D where V equals G (the stopping set) is optimal in (2.”