On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307)
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scientific article; zbMATH DE number 7437442
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the forward algorithm for stopping problems on continuous-time Markov chains |
scientific article; zbMATH DE number 7437442 |
Statements
On the forward algorithm for stopping problems on continuous-time Markov chains (English)
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1 December 2021
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forward algorithm
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constrained optimal stopping
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Markov chains
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0.8633133172988892
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0.7975126504898071
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0.7962895631790161
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0.792282223701477
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0.7897652387619019
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