On regression-based stopping times (Q708889)

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On regression-based stopping times
scientific article

    Statements

    title
    On regression-based stopping times (English)
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    publication date
    15 October 2010
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    zbMATH Keywords
    approximate dynamic programming
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    optimal stopping
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    optimal control
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    author
    Benjamin van Roy
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60G40
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    90C39
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    zbMATH DE Number
    5800386
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    OpenAlex ID
    W1984669689
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