An algorithm for construction of optimal timing solutions in problems with a stochastic payoff function (Q2518637)
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scientific article; zbMATH DE number 5493116
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| English | An algorithm for construction of optimal timing solutions in problems with a stochastic payoff function |
scientific article; zbMATH DE number 5493116 |
Statements
An algorithm for construction of optimal timing solutions in problems with a stochastic payoff function (English)
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16 January 2009
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optimal timing
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feedback strategy
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Hamilton-Jacobi-Bellman equation
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value function
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0.7788245677947998
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0.7787635922431946
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0.7386485934257507
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0.7361030578613281
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0.7361030578613281
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