Partially observed optimal stopping problem for discrete-time Markov processes
Benoîte de Saporta, François Dufour, Christophe Nivot
| Year of publication: |
September 2017
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|---|---|
| Authors: | Saporta, Benoîte de ; Dufour, François ; Nivot, Christophe |
| Published in: |
4OR : a quarterly journal of operations research. - Berlin, Heidelberg : Springer, ZDB-ID 2127815-5. - Vol. 15.2017, 3, p. 277-302
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| Subject: | Optimal stopping | Partial observations | Markov chain | Dynamic programming | Numerical approximation | Error bound | Quantization | Markov-Kette | Suchtheorie | Search theory | Dynamische Optimierung | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10288-016-0337-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011742816