Stable stopping (Q2048193): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:41, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stable stopping |
scientific article |
Statements
Stable stopping (English)
0 references
5 August 2021
0 references
Lagrange multipliers
0 references
optimal stopping
0 references
optimization constraints
0 references
regularization of stochastic processes
0 references
Snell envelope
0 references
T-systems
0 references