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Bellman's inclusions and excessive measures - MaRDI portal

Bellman's inclusions and excessive measures (Q2772068)

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scientific article; zbMATH DE number 1706610
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English
Bellman's inclusions and excessive measures
scientific article; zbMATH DE number 1706610

    Statements

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    18 February 2002
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    Bellman's inclusions
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    optimal stopping
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    excessive measures
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    differential inclusions
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    stationary Bellman inclusion
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    pricing American options
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    Bellman's inclusions and excessive measures (English)
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    Identifiers

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