Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q590493 |
||
| Property / author | |||
| Property / author: Łukasz Stettner / rank | |||
Revision as of 09:50, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive optimal stopping with unbounded terminal cost function |
scientific article |
Statements
Risk-sensitive optimal stopping with unbounded terminal cost function (English)
0 references
22 February 2022
0 references
Bellman equation
0 references
dynamic programming principle
0 references
Feller-Markov process
0 references
optimal stopping
0 references
unbounded cost function
0 references
