Statistical inference for a finite optimal stopping problem with unknown transition probabilities (Q1423869)
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scientific article; zbMATH DE number 2051815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for a finite optimal stopping problem with unknown transition probabilities |
scientific article; zbMATH DE number 2051815 |
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Statistical inference for a finite optimal stopping problem with unknown transition probabilities (English)
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7 March 2004
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dynamic programming
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stretch estimator
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convergence
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0.92730755
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0.8951118
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0.8894244
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