Linear Programming Formulation for Optimal Stopping Problems (Q4537820)
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scientific article; zbMATH DE number 1758264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Programming Formulation for Optimal Stopping Problems |
scientific article; zbMATH DE number 1758264 |
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Linear Programming Formulation for Optimal Stopping Problems (English)
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23 June 2002
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linear programming
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optimal stopping problem
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occupation measures
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generator
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numerical accuracy
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Markov chain approximation
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