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Risk sensitive optimal stopping - MaRDI portal

Risk sensitive optimal stopping (Q2029782)

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English
Risk sensitive optimal stopping
scientific article

    Statements

    title
    Risk sensitive optimal stopping (English)
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    author
    Damian Jelito
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    Marcin Pitera
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    Łukasz Stettner
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    publication date
    4 June 2021
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    zbMATH Keywords
    optimal stopping
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    Bellman equation
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    risk sensitive control
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    risk sensitive criterion
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    impulse control
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    cites work
    Q4118565
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    Q3378055
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    Q5526189
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    Q4172681
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    Q3997540
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    Q3684019
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    93C27
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    60G40
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    93C10
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    60J25
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    zbMATH DE Number
    7355186
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    OpenAlex ID
    W2993714340
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    arXiv ID
    1912.02486
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