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On the forward algorithm for stopping problems on continuous-time Markov chains
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- Journal:
- Journal of Applied Probability / Volume 58 / Issue 4 / December 2021
- Published online by Cambridge University Press:
- 22 November 2021, pp. 1043-1063
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- December 2021
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On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
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- Journal:
- Journal of Applied Probability / Volume 44 / Issue 1 / March 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 181-198
- Print publication:
- March 2007
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