On general optimal stopping problems using penalty method (Q4898883)
From MaRDI portal
scientific article; zbMATH DE number 6121704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On general optimal stopping problems using penalty method |
scientific article; zbMATH DE number 6121704 |
Statements
On general optimal stopping problems using penalty method (English)
0 references
3 January 2013
0 references
stopping times
0 references
stochastic processes
0 references
Markov processes
0 references
Polish spaces
0 references
penalty equations
0 references
