Seminar by Savaş Dayanık

Savaş Dayanık
29/11/2013
13:30
-
13:30

Optimal stopping of linear diffusions

Seminar by
Savaş Dayanık
Department of Industrial Engineering

 

 

Finding optimal times to sell a house, to retire, or to hire or fire employees requires solving optimal stopping problems. In this talk, we will show that optimal stopping problems of linear diffusions can be directly solved by means of the generalized concave functions and illustrate the solution method on several numerical examples.

 

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