作成者 |
|
本文言語 |
|
出版者 |
|
|
発行日 |
|
収録物名 |
|
巻 |
|
号 |
|
開始ページ |
|
終了ページ |
|
出版タイプ |
|
アクセス権 |
|
Crossref DOI |
|
関連DOI |
|
|
関連URI |
|
|
関連情報 |
|
|
概要 |
We consider a multi-valued optimal stopping problem for indexed random sequences. We perform a scalarization of the random sequences and give characterization of optimal value process for scalarized p...roblem. We also find optimal stopping time in the sense of Pareto optimality for original problem. We apply its result to monotone cases, in which it is given an explicit optimal stopping time. It is given sufficient conditions for our problem to be a monotone case. One of conditions is a kind of concavity with regard to time parameter.続きを見る
|