Boundary crossing optimal stopping and optimal bayesian sequential declsion procedures (Q3750725)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Boundary crossing optimal stopping and optimal bayesian sequential declsion procedures |
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Boundary crossing optimal stopping and optimal bayesian sequential declsion procedures (English)
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1986
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Doob-Meyer decomposition
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Ito formula
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supermartingales
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local martingales
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Bayesian sequential decision problems
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optimal stopping problem
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