Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps |
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Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (English)
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15 July 2021
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approximation schemes
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optimal stopping
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stochastic control
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nonlinear expectations
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piecewise constant policy timestepping
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jump processes
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