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 |
|---|---|---|---|
| English | On the forward algorithm for stopping problems on continuous-time Markov chains |
scientific article; zbMATH DE number 7437442 |
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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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