Optimal stopping with a probabilistic constraint (Q1695821): Difference between revisions
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| Property / DOI: 10.1007/S10957-017-1183-3 / rank | |||
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Latest revision as of 04:19, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping with a probabilistic constraint |
scientific article |
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Optimal stopping with a probabilistic constraint (English)
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8 February 2018
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stochastic optimal control
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stopping-times
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dynamic programming
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chance constraint
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