Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938)
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scientific article; zbMATH DE number 7143958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-type approximations for non-Markovian optimal stopping problems: Part I |
scientific article; zbMATH DE number 7143958 |
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Discrete-type approximations for non-Markovian optimal stopping problems: Part I (English)
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17 December 2019
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optimal stopping
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stochastic optimal control
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fractional Brownian motion
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