Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions
scientific article

    Statements

    Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (English)
    0 references
    0 references
    0 references
    7 June 2010
    0 references
    optimal stopping
    0 references
    linear programming
    0 references
    duality
    0 references
    nonlinear optimization
    0 references
    value function
    0 references
    one-dimensional diffusion
    0 references

    Identifiers