The authors reduce an optimal stopping problem with unobserved Bernoulli drift to a two-dimensional Markovian problem, characterize the continuation region as glued intervals whose boundaries satisfy monotonicity and ODEs, and obtain a threshold solution for the original one-dimensional problem unde
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Optimal Stopping for a Diffusion with Unobserved Bernoulli Drift
The authors reduce an optimal stopping problem with unobserved Bernoulli drift to a two-dimensional Markovian problem, characterize the continuation region as glued intervals whose boundaries satisfy monotonicity and ODEs, and obtain a threshold solution for the original one-dimensional problem unde