Stable stopping (Q2048193): Difference between revisions

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Revision as of 05:41, 5 March 2024

scientific article
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English
Stable stopping
scientific article

    Statements

    Stable stopping (English)
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    5 August 2021
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    Lagrange multipliers
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    optimal stopping
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    optimization constraints
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    regularization of stochastic processes
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    Snell envelope
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    T-systems
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    Identifiers