Optimal stopping problem with a vector-valued reward function (Q4979798)
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scientific article; zbMATH DE number 6305413
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| English | Optimal stopping problem with a vector-valued reward function |
scientific article; zbMATH DE number 6305413 |
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Optimal Stopping Problem with a Vector-Valued Reward Function (English)
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19 June 2014
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geometric Brownian motions
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scalarization method
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vector-valued optimal stopping problem
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0.9164517521858216
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0.8050540685653687
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