Martingale approach to stochastic control with discretionary stopping (Q2502186)
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scientific article; zbMATH DE number 5053017
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Martingale approach to stochastic control with discretionary stopping |
scientific article; zbMATH DE number 5053017 |
Statements
Martingale approach to stochastic control with discretionary stopping (English)
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12 September 2006
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stochastic control
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optimal stopping
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martingales
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Doob-Meyer decompositions
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0.92941445
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0.9065188
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0.90386677
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0.89799696
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0.8962257
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