Partially observed optimal stopping problem for discrete-time Markov processes (Q1680763): Difference between revisions

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Property / arXiv ID: 1602.04609 / rank
 
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Latest revision as of 18:23, 14 July 2024

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Partially observed optimal stopping problem for discrete-time Markov processes
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    Partially observed optimal stopping problem for discrete-time Markov processes (English)
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    16 November 2017
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    optimal stopping
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    partial observations
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    Markov chain
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    dynamic programming
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    numerical approximation
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    error bound
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    quantization
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