A verification theorem for optimal stopping problems with expectation constraints (Q1734287)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A verification theorem for optimal stopping problems with expectation constraints |
scientific article |
Statements
A verification theorem for optimal stopping problems with expectation constraints (English)
0 references
27 March 2019
0 references
optimal stopping
0 references
expectation constraints
0 references
dynamic programming principle
0 references
verification theorem
0 references