On general optimal stopping problems using penalty method (Q4898883): Difference between revisions

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Revision as of 01:53, 20 March 2024

scientific article; zbMATH DE number 6121704
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English
On general optimal stopping problems using penalty method
scientific article; zbMATH DE number 6121704

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    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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