A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A stochastic representation theorem with applications to optimization and obstacle problems. |
scientific article; zbMATH DE number 2100741
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A stochastic representation theorem with applications to optimization and obstacle problems. |
scientific article; zbMATH DE number 2100741 |
Statements
A stochastic representation theorem with applications to optimization and obstacle problems. (English)
0 references
15 September 2004
0 references
representation problem for optional processes
0 references
singular control
0 references
optimal stopping
0 references
Gittens index
0 references
Skorokhod problem
0 references
inhomogeneous convexity
0 references
0.7744794487953186
0 references
0.7743256092071533
0 references
0.767593264579773
0 references
