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Optimal stopping in infinite horizon: an eigenfunction expansion approach - MaRDI portal

Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714)

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Optimal stopping in infinite horizon: an eigenfunction expansion approach
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    Optimal stopping in infinite horizon: an eigenfunction expansion approach (English)
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    17 April 2014
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    optimal stopping
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    symmetric hunt processes
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    eigenfunction expansions
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    value iterations
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    callable perpetual bonds
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