On general optimal stopping problems using penalty method (Q4898883): Difference between revisions
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Revision as of 09:50, 19 February 2024
scientific article; zbMATH DE number 6121704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On general optimal stopping problems using penalty method |
scientific article; zbMATH DE number 6121704 |
Statements
On general optimal stopping problems using penalty method (English)
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3 January 2013
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stopping times
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stochastic processes
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Markov processes
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Polish spaces
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penalty equations
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