Optimal stopping problems under general restriction (Q4574522)
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scientific article; zbMATH DE number 6906938
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| English | Optimal stopping problems under general restriction |
scientific article; zbMATH DE number 6906938 |
Statements
18 July 2018
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restricted stopping times
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Snell's envelope
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minimal optimal stopping time
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maximal stopping times
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0.918515682220459
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0.8732524514198303
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