Constrained maximum variance stopping for a finite horizon increasing random walk (Q2661506)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained maximum variance stopping for a finite horizon increasing random walk |
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Constrained maximum variance stopping for a finite horizon increasing random walk (English)
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7 April 2021
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optimal control
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nonlinear optimal stopping
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random walk
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constrained variance maximization
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risk management
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