Representations for Optimal Stopping under Dynamic Monetary Utility Functionals (Q3055873)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representations for Optimal Stopping under Dynamic Monetary Utility Functionals |
scientific article |
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Representations for Optimal Stopping under Dynamic Monetary Utility Functionals (English)
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10 November 2010
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monetary utility functionals
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optimal stopping
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duality
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policy iteration
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