On general optimal stopping problems using penalty method (Q4898883): Difference between revisions

@@ Property / author @@
-Łukasz Stettner
@@ Property / author: Łukasz Stettner / rank @@
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@@ Property / author @@
+Łukasz Stettner
@@ Property / author: Łukasz Stettner / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1515/dema-2013-0385
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@@ Property / OpenAlex ID @@
+W1013055047
@@ Property / OpenAlex ID: W1013055047 / rank @@
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@@ Property / cites work @@
+Variational inequalities in Hilbert spaces with measures and optimal stopping problems
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@@ Property / cites work @@
+Q3935745
@@ Property / cites work: Q3935745 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5342182
@@ Property / cites work: Q5342182 / rank @@
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@@ Property / cites work @@
+Q5604273
@@ Property / cites work: Q5604273 / rank @@
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@@ Property / cites work @@
+On Impulse Control with Partial Observation
@@ Property / cites work: On Impulse Control with Partial Observation / rank @@
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@@ Property / cites work @@
+Q5512462
@@ Property / cites work: Q5512462 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay
+Normal rank
@@ Property / cites work @@
+Stopping of functionals with discontinuity at the boundary of an open set
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@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Penalty Method for Finite Horizon Stopping Problems
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@@ Property / cites work @@
+Strong envelopes of stochastic processes and a penalty method<sup>†</sup>
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@@ Property / cites work @@
+Q4385070
@@ Property / cites work: Q4385070 / rank @@
+Normal rank