DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (Q5247424): Difference between revisions
From MaRDI portal
Latest revision as of 00:46, 10 July 2024
scientific article; zbMATH DE number 6430118
Language | Label | Description | Also known as |
---|---|---|---|
English | DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS |
scientific article; zbMATH DE number 6430118 |
Statements
DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS (English)
0 references
24 April 2015
0 references
general multiple stopping problem
0 references
dual representations
0 references
multiple exercise options
0 references
volume constraints
0 references
refraction period
0 references
Monte Carlo algorithm
0 references
0 references
0 references
0 references
0 references