On a discretization procedure for the stopping time problem (Q3313042)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On a discretization procedure for the stopping time problem |
scientific article |
Statements
On a discretization procedure for the stopping time problem (English)
0 references
1984
0 references
optimal stopping
0 references
Snell's envelope
0 references
discretization
0 references
0 references