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Stable stopping - MaRDI portal

Stable stopping (Q2048193)

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scientific article; zbMATH DE number 7379103
Language Label Description Also known as
English
Stable stopping
scientific article; zbMATH DE number 7379103

    Statements

    title
    Stable stopping (English)
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    publication date
    5 August 2021
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    zbMATH Keywords
    Lagrange multipliers
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    optimal stopping
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    optimization constraints
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    regularization of stochastic processes
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    Snell envelope
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    T-systems
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    Identifiers

    zbMATH DE Number
    7379103
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    OpenAlex ID
    W4232583185
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