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Exercising control when confronted by a (Brownian) spider - MaRDI portal

Exercising control when confronted by a (Brownian) spider (Q1694781)

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Exercising control when confronted by a (Brownian) spider
scientific article

    Statements

    title
    Exercising control when confronted by a (Brownian) spider (English)
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    author
    Philip A. Ernst
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    publication date
    6 February 2018
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    zbMATH Keywords
    dynamic programming
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    martingales
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    stochastic optimization
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    Brownian motion
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    Identifiers

    zbMATH DE Number
    6835046
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    OpenAlex ID
    W2963812425
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    arXiv ID
    1605.01863
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