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zbMath1140.91407MaRDI QIDQ3512566

Huyên Pham

Publication date: 21 July 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dynamic programming optimal stopping quantization control problem partial observation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Dynamic programming (90C39) Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)

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