Note on the (non-)smoothness of discrete time value functions in optimal stopping (Q2201538)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7252779
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Note on the (non-)smoothness of discrete time value functions in optimal stopping |
scientific article; zbMATH DE number 7252779 |
Statements
Note on the (non-)smoothness of discrete time value functions in optimal stopping (English)
0 references
29 September 2020
0 references
optimal stopping
0 references
discrete time stopping problem
0 references
random walk
0 references
smoothness
0 references
continuation set
0 references
Chow-Robbins game
0 references
value function
0 references
0 references
0 references
0.7857861518859863
0 references
0.77614426612854
0 references
0.7700186967849731
0 references
0.7678269147872925
0 references
0.7632372975349426
0 references
