Bounds for a constrained optimal stopping problem (Q732774)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5615328
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bounds for a constrained optimal stopping problem |
scientific article; zbMATH DE number 5615328 |
Statements
Bounds for a constrained optimal stopping problem (English)
0 references
15 October 2009
0 references
constrained optimal stopping problem
0 references
Lagrangian dual problem
0 references
Lagrangian multiplier
0 references
0.8195277452468872
0 references
0.8015605807304382
0 references
