Login / Signup

Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach.

Géraldine BouveretRoxana DumitrescuPeter Tankov
Published in: SIAM J. Control. Optim. (2020)
Keyphrases
  • optimal stopping
  • optimal solution
  • closed form
  • finite horizon
  • brownian motion
  • mathematical model
  • markov random field
  • bayesian inference