Pages that link to "Item:Q2170365"
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The following pages link to A dynamic programming approach to distribution-constrained optimal stopping (Q2170365):
Displaying 6 items.
- Dynamic optimality in optimal variance stopping problems (Q722667) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- On the optimization of pit stop strategies via dynamic programming (Q6100684) (← links)
- Controlled measure-valued martingales: a viscosity solution approach (Q6590450) (← links)
- Stochastic control/stopping problem with expectation constraints (Q6615478) (← links)