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تسجيل مستخدم جديدA class of optimal stopping problems for Markov processes
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تأليف
Diana Dorobantu
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Our purpose is to study a particular class of optimal stopping problems for Markov processes. We justify the value function convexity and we deduce that there exists a boundary function such that the smallest optimal stopping time is the first time when the Markov process passes over the boundary depending on time. Moreover, we propose a method to find the optimal boundary function.
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