A dynamic programming approach to distribution-constrained optimal stopping (Q2170365)
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scientific article; zbMATH DE number 7581743
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| English | A dynamic programming approach to distribution-constrained optimal stopping |
scientific article; zbMATH DE number 7581743 |
Statements
A dynamic programming approach to distribution-constrained optimal stopping (English)
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5 September 2022
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distribution-constrained optimal stopping
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dynamic programming principle
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measurable selection
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measure-valued martingales
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optimal transport
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0.8787388801574707
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0.8297909498214722
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0.8113654851913452
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