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A general approximation method for optimal stopping and random delay - MaRDI portal

A general approximation method for optimal stopping and random delay (Q6178390)

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scientific article; zbMATH DE number 7790866
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A general approximation method for optimal stopping and random delay
scientific article; zbMATH DE number 7790866

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    A general approximation method for optimal stopping and random delay (English)
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    18 January 2024
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    continuous-time Markov chain approximation
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    Markov processes
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    optimal stopping
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    random delays
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