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"On Lipschitz Continuous Optimal Stopping Boundaries."

Tiziano De Angelis, Gabriele Stabile (2019)

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DOI: 10.1137/17M1113709

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/AngelisS19
Tiziano De Angelis, Gabriele Stabile:
On Lipschitz Continuous Optimal Stopping Boundaries. SIAM J. Control. Optim. 57(1): 402-436 (2019)

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