Approximations of the optimal stopping problem in partial observation (Q3727074)
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scientific article; zbMATH DE number 3958363
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Approximations of the optimal stopping problem in partial observation |
scientific article; zbMATH DE number 3958363 |
Statements
Approximations of the optimal stopping problem in partial observation (English)
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1986
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approximation theorem
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optimal stopping problem
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partially observed Markov process
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Snell envelope
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0.8612852692604065
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0.8553366661071777
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0.8240234851837158
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0.8207504749298096
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