Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (Q287772)
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scientific article; zbMATH DE number 6583836
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| English | Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump |
scientific article; zbMATH DE number 6583836 |
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Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (English)
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23 May 2016
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optimal stopping
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backward stochastic differential equations
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randomized stopping
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0.8268254399299622
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0.8153084516525269
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0.8010261058807373
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0.7860296368598938
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