On general optimal stopping problems using penalty method (Q4898883)
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scientific article; zbMATH DE number 6121704
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| English | On general optimal stopping problems using penalty method |
scientific article; zbMATH DE number 6121704 |
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On general optimal stopping problems using penalty method (English)
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3 January 2013
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stopping times
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stochastic processes
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Markov processes
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Polish spaces
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penalty equations
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0.8891425132751465
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0.8251479268074036
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0.8169278502464294
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0.8157294988632202
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