A unified ``bang-bang'' principle with respect to \({\mathcal R}\)-invariant performance benchmarks (Q2845222)
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scientific article; zbMATH DE number 6200635
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified ``bang-bang'' principle with respect to \({\mathcal R}\)-invariant performance benchmarks |
scientific article; zbMATH DE number 6200635 |
Statements
22 August 2013
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optimal stopping
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buy-and-hold or sell-at-once rule
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\(\mathcal R\)-invariant performance benchmarks
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0.78151107
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0.77665913
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0.7760439
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0.7719887
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A unified ``bang-bang'' principle with respect to \({\mathcal R}\)-invariant performance benchmarks (English)
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