Approximations and bounds for a generalized optimal stopping problem (Q3953584)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations and bounds for a generalized optimal stopping problem |
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Approximations and bounds for a generalized optimal stopping problem (English)
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1982
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finite-horizon nonstationary Markovian decision problem
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generalized optimal stopping
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stochastic monotonicity
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lower bounds
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suboptimal policy
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computational aspects
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optimal exploratory oil drilling
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upper bounds
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stochastic dynamic programming
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approximate solutions
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