Note on the (non-)smoothness of discrete time value functions in optimal stopping (Q2201538): Difference between revisions
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Revision as of 03:06, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Note on the (non-)smoothness of discrete time value functions in optimal stopping |
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Note on the (non-)smoothness of discrete time value functions in optimal stopping (English)
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29 September 2020
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optimal stopping
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discrete time stopping problem
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random walk
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smoothness
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continuation set
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Chow-Robbins game
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value function
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