Parameter-dependent optimal stopping problems for one-dimensional diffusions (Q638359)
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scientific article; zbMATH DE number 5946957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter-dependent optimal stopping problems for one-dimensional diffusions |
scientific article; zbMATH DE number 5946957 |
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Parameter-dependent optimal stopping problems for one-dimensional diffusions (English)
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9 September 2011
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optimal stopping
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Gittins index
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multi-armed bandit problems
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American options
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universal stopping signal
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