Entry and exit decisions with linear costs under uncertainty (Q5265783)
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scientific article; zbMATH DE number 6467385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entry and exit decisions with linear costs under uncertainty |
scientific article; zbMATH DE number 6467385 |
Statements
Entry and exit decisions with linear costs under uncertainty (English)
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29 July 2015
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optimal stopping
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stochastic differential equations
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stochastic programming
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entry times
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exit times
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