Representations for optimal stopping under dynamic monetary utility functionals (Q3055873)
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scientific article; zbMATH DE number 5814405
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| English | Representations for optimal stopping under dynamic monetary utility functionals |
scientific article; zbMATH DE number 5814405 |
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Representations for Optimal Stopping under Dynamic Monetary Utility Functionals (English)
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10 November 2010
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monetary utility functionals
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optimal stopping
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duality
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policy iteration
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0.7999235987663269
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0.7808343172073364
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0.7720723748207092
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