Optimal Stopping of Partially Observable Markov Processes: A Filtering-Based Duality Approach
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Publication:5353388
DOI10.1109/TAC.2013.2257970zbMath1369.60026MaRDI QIDQ5353388
Publication date: 8 September 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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