Penalty Method for Finite Horizon Stopping Problems (Q3093637)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalty Method for Finite Horizon Stopping Problems |
scientific article |
Statements
Penalty Method for Finite Horizon Stopping Problems (English)
0 references
18 October 2011
0 references
Markov process
0 references
stopping times
0 references
zero sum game
0 references
Bellman equation
0 references
penalty equation
0 references
impulsive control
0 references
