Penalty Method for Finite Horizon Stopping Problems (Q3093637)
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Language | Label | Description | Also known as |
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English | Penalty Method for Finite Horizon Stopping Problems |
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Penalty Method for Finite Horizon Stopping Problems (English)
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18 October 2011
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Markov process
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stopping times
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zero sum game
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Bellman equation
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penalty equation
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impulsive control
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