An algorithm for construction of optimal timing solutions in problems with a stochastic payoff function (Q2518637)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for construction of optimal timing solutions in problems with a stochastic payoff function |
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An algorithm for construction of optimal timing solutions in problems with a stochastic payoff function (English)
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16 January 2009
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optimal timing
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feedback strategy
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Hamilton-Jacobi-Bellman equation
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value function
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