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Optimal stopping problem with recall cost - MaRDI portal

Optimal stopping problem with recall cost (Q1847165)

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scientific article; zbMATH DE number 1829876
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English
Optimal stopping problem with recall cost
scientific article; zbMATH DE number 1829876

    Statements

    Optimal stopping problem with recall cost (English)
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    17 November 2002
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    dynamic programming
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    optimal stopping
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    recall
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    reservation value
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