Game approach to the optimal stopping problem† (Q5711150)
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scientific article; zbMATH DE number 2237341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Game approach to the optimal stopping problem† |
scientific article; zbMATH DE number 2237341 |
Statements
Game approach to the optimal stopping problem† (English)
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9 December 2005
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stochastic control and games
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martingales
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universal Doob-Meyer decomposition
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