In a separate notebook, do the #179 variation but with an optimal stopping problem (and different S_a and S_b payoffs but the same exact process.
Plot the v_a and v_b as in the notebooks, but add in the calculatino of the stopping z. If there are different S_a and S_b, or different payoffs, then the points should be at different locations.
In a separate notebook, do the #179 variation but with an optimal stopping problem (and different
S_a
andS_b
payoffs but the same exact process. Plot thev_a
andv_b
as in the notebooks, but add in the calculatino of the stoppingz
. If there are differentS_a
andS_b
, or different payoffs, then the points should be at different locations.