Bounds for a constrained optimal stopping problem (Q732774)
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scientific article; zbMATH DE number 5615328
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| English | Bounds for a constrained optimal stopping problem |
scientific article; zbMATH DE number 5615328 |
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Bounds for a constrained optimal stopping problem (English)
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15 October 2009
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constrained optimal stopping problem
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Lagrangian dual problem
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Lagrangian multiplier
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0.8195277452468872
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0.8015605807304382
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