Optimal stopping of a piecewise-deterministic markov process (Q3750724): Difference between revisions
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scientific article
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English | Optimal stopping of a piecewise-deterministic markov process |
scientific article |
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Optimal stopping of a piecewise-deterministic markov process (English)
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1986
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sequential methods
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optimal stopping problem
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nonstandard Markov processes
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dynamic programming
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