Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions |
scientific article |
Statements
Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (English)
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7 June 2010
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optimal stopping
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linear programming
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duality
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nonlinear optimization
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value function
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one-dimensional diffusion
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