Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651): Difference between revisions

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Latest revision as of 01:58, 28 July 2024

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Risk-sensitive optimal stopping with unbounded terminal cost function
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    Risk-sensitive optimal stopping with unbounded terminal cost function (English)
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    22 February 2022
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    Bellman equation
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    dynamic programming principle
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    Feller-Markov process
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    optimal stopping
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    unbounded cost function
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