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OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
Mathematical Finance, 2008Rene Carmona
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Characterizing the Structure of Optimal Stopping Policies
Production and Operations Management, 2016Ozalp Ozer
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Optimal stopping for non-linear expectations—Part I
Stochastic Processes and Their Applications, 2011Erhan Bayraktar, Song Yao
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A harmonic function technique for the optimal stopping of diffusions
Stochastics, 2011Sören Christensen
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H.264/SVC Mode Decision Based on Optimal Stopping Theory
IEEE Transactions on Image Processing, 2012Tiesong Zhao +2 more
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