Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs (Q2830883)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs |
scientific article; zbMATH DE number 6646175
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs |
scientific article; zbMATH DE number 6646175 |
Statements
Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs (English)
0 references
1 November 2016
0 references
optimal switching
0 references
stopping time
0 references
optimal stopping problem
0 references
Snell envelope
0 references
0.8670186400413513
0 references
0.8118405342102051
0 references
0.8083496689796448
0 references
0.8011462688446045
0 references
0.7946516275405884
0 references
