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Hybrid ·Peer-reviewed·ISSN (Online): 2169-0103·ISSN (Print): 0252-2667

WoS  JIF 2026 : 0.4 (Q4)

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Monthly Journal: Publishes theoretical and applied research on topics in information and optimization sciences.

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Open Access Research Article

Multivariate fractional optimal stopping problems

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pp. 941–950Vol. 47Issue 3March 2026DOI: 10.47974/JIOS-1601XML
Received:
08 Feb 2023
Published Online:
09 Dec 2025
Article type:
Research Article
Language:
EN
Article no.:
JIOS-1601
Pages:
941–950

Abstract

This paper present a development of new multivariate optimal stopping problems which associated the discrete time or continuous time stochastic processes with a fractional reward criterion. By applying the established reasoning approach in mathematical programming theory, the existence of an optimal stopping time for these problems will be established by assuming certain regularity conditions on the stochastic processes. 

Keywords

Subject Classifications

60G4093E20

References

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