Explicit optimal value for Dynkin's stopping game (Q1905891)
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scientific article; zbMATH DE number 836492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit optimal value for Dynkin's stopping game |
scientific article; zbMATH DE number 836492 |
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Explicit optimal value for Dynkin's stopping game (English)
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14 August 1996
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optimal stopping problem
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Dynkin's game
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one-step look ahead rule
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Markov potential theory
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