Viscosity solution of optimal stopping problem for stochastic systems with bounded memory (Q3145067)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6115669
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Viscosity solution of optimal stopping problem for stochastic systems with bounded memory |
scientific article; zbMATH DE number 6115669 |
Statements
Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (English)
0 references
13 December 2012
0 references
optimal stopping
0 references
stochastic control
0 references
stochastic functional differential equations
0 references
0.8471266031265259
0 references
0.844902515411377
0 references
0.8198528289794922
0 references
0.8023721575737
0 references
0.7963258028030396
0 references
