A verification theorem for optimal stopping problems with expectation constraints (Q1734287)
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scientific article; zbMATH DE number 7043105
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A verification theorem for optimal stopping problems with expectation constraints |
scientific article; zbMATH DE number 7043105 |
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A verification theorem for optimal stopping problems with expectation constraints (English)
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27 March 2019
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optimal stopping
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expectation constraints
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dynamic programming principle
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verification theorem
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0.9368757
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0.90822077
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0.90808934
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0.9039031
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0.9035957
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0.90336436
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0.90134674
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0.9008486
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0.8972081
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