Risk sensitive optimal stopping (Q2029782)

From MaRDI portal
Revision as of 09:50, 19 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q590493)
scientific article
Language Label Description Also known as
English
Risk sensitive optimal stopping
scientific article

    Statements

    title
    Risk sensitive optimal stopping (English)
    0 references
    author
    Damian Jelito
    0 references
    Marcin Pitera
    0 references
    publication date
    4 June 2021
    0 references
    zbMATH Keywords
    optimal stopping
    0 references
    Bellman equation
    0 references
    risk sensitive control
    0 references
    risk sensitive criterion
    0 references
    impulse control
    0 references

    Identifiers

    Mathematics Subject Classification ID
    93E20
    0 references
    93C27
    0 references
    60G40
    0 references
    93C10
    0 references
    60J25
    0 references
    zbMATH DE Number
    7355186
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2029782&oldid=21596090"
    Powered by MediaWiki