Optimal Stopping with a Horizon Constraint (Q3875735)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping with a Horizon Constraint |
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Optimal Stopping with a Horizon Constraint (English)
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1980
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optimal stopping
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horizon constraint
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optimality conditions
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saddlepoints of the Lagrangean function
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strong duality theorems
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constrained stopping problem
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optimal multiplier
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probabilistic programming
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stochastic constraint
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Lagrangean analysis
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duality
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