Robustness estimating of optimal stopping problem with unbounded revenue and cost functions (Q3568063)
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scientific article; zbMATH DE number 5722726
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| English | Robustness estimating of optimal stopping problem with unbounded revenue and cost functions |
scientific article; zbMATH DE number 5722726 |
Statements
17 June 2010
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discrete-time Markov process
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stopping time
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total expected return
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N-contractive operator
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stability index
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weighted total variation norm
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0.8664252758026123
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0.8322715163230896
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0.8059219121932983
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0.796424925327301
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0.7709094882011414
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