Bounds for a constrained optimal stopping problem (Q732774)
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scientific article; zbMATH DE number 5615328
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for a constrained optimal stopping problem |
scientific article; zbMATH DE number 5615328 |
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Bounds for a constrained optimal stopping problem (English)
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15 October 2009
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constrained optimal stopping problem
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Lagrangian dual problem
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Lagrangian multiplier
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