Strong envelopes of stochastic processes and a penalty method<sup>†</sup> (Q3920377)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong envelopes of stochastic processes and a penalty method<sup>†</sup> |
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Strong envelopes of stochastic processes and a penalty method<sup>†</sup> (English)
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1981
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penalty method
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Snell envelope
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excessive function
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optimal stopping
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