Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:04, 5 February 2024
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)
0 references
7 June 2010
0 references
optimal stopping
0 references
linear programming
0 references
duality
0 references
nonlinear optimization
0 references
value function
0 references
one-dimensional diffusion
0 references
