On randomized stopping (Q1002557): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3925594 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stochastics equations with respect to semimartingales ii. itô formula in banach spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous dependence estimates for viscosity solutions of integro-PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams / rank
 
Normal rank
Property / cites work
 
Property / cites work: SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4396657 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators / rank
 
Normal rank

Revision as of 02:11, 29 June 2024

scientific article
Language Label Description Also known as
English
On randomized stopping
scientific article

    Statements

    On randomized stopping (English)
    0 references
    0 references
    0 references
    0 references
    2 March 2009
    0 references
    controlled diffusion processes
    0 references
    optimal stopping
    0 references

    Identifiers