Expected utility maximization of optimal stopping problems (Q1971994)
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scientific article; zbMATH DE number 1423581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected utility maximization of optimal stopping problems |
scientific article; zbMATH DE number 1423581 |
Statements
Expected utility maximization of optimal stopping problems (English)
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23 March 2000
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Decision theory
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Dynamic programming
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Optimal stopping
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Expected utility theory
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