Optimal stopping with a probabilistic constraint (Q1695821)
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scientific article; zbMATH DE number 6836083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping with a probabilistic constraint |
scientific article; zbMATH DE number 6836083 |
Statements
Optimal stopping with a probabilistic constraint (English)
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8 February 2018
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stochastic optimal control
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stopping-times
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dynamic programming
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chance constraint
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