A probabilistic formula for the concave hull of a function (Q1917213)
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scientific article; zbMATH DE number 897286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic formula for the concave hull of a function |
scientific article; zbMATH DE number 897286 |
Statements
A probabilistic formula for the concave hull of a function (English)
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2 December 1996
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Hamilton-Jacobi-Bellman equation
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optimal control
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optimal stopping
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Brownian motion
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concave hull
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0.89036226
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0.88299453
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0.8773089
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