A new approach to the solution of optimal stopping problem in a discrete time (Q3108375)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to the solution of optimal stopping problem in a discrete time |
scientific article |
Statements
A new approach to the solution of optimal stopping problem in a discrete time (English)
0 references
3 January 2012
0 references
Markov chain
0 references
optimal stopping
0 references
elimination algorithm
0 references