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Optimal stopping time problem for random walks with polynomial reward functions - MaRDI portal

Optimal stopping time problem for random walks with polynomial reward functions (Q2922896)

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scientific article; zbMATH DE number 6355627
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English
Optimal stopping time problem for random walks with polynomial reward functions
scientific article; zbMATH DE number 6355627

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    Optimal stopping time problem for random walks with polynomial reward functions (English)
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    15 October 2014
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    Appell polynomials
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    random walks
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    reward functions
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    stopping times
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