Partially observed optimal stopping problem for discrete-time Markov processes (Q1680763)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partially observed optimal stopping problem for discrete-time Markov processes |
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Partially observed optimal stopping problem for discrete-time Markov processes (English)
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16 November 2017
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optimal stopping
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partial observations
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Markov chain
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dynamic programming
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numerical approximation
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error bound
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quantization
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