Optimal switching problems of tandem type (Q594839)
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scientific article; zbMATH DE number 3833844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching problems of tandem type |
scientific article; zbMATH DE number 3833844 |
Statements
Optimal switching problems of tandem type (English)
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1983
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switching problem of tandem type
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stopping times
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generalized Snell envelope
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optimal strategy
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penalty method
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