Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651): Difference between revisions
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Revision as of 09:50, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Risk-sensitive optimal stopping with unbounded terminal cost function |
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Risk-sensitive optimal stopping with unbounded terminal cost function (English)
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22 February 2022
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Bellman equation
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dynamic programming principle
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Feller-Markov process
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optimal stopping
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unbounded cost function
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