Linear programming approach to the optimal stopping of singular stochastic processes (Q3429348): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/17442500600976814 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1993558670 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Occupation measures for controlled Markov processes: Characterization and optimality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Programming Formulation for Optimal Stopping Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5798359 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation Schemes for Infinite Linear Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Markov Controls and Characterization of Optimal Markov Controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Programming and Sequential Decisions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Russian option: finite horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-average control of martingale problems: Existence of a stationary solution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-average control of martingale problems: A linear programming formulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On approximation by polygons in the calculus of variations / rank
 
Normal rank

Latest revision as of 15:43, 25 June 2024

scientific article
Language Label Description Also known as
English
Linear programming approach to the optimal stopping of singular stochastic processes
scientific article

    Statements

    Identifiers