Partially observed optimal stopping problem for discrete-time Markov processes
Year of publication: |
September 2017
|
---|---|
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
|
Subject: | Optimal stopping | Partial observations | Markov chain | Dynamic programming | Numerical approximation | Error bound | Quantization | Suchtheorie | Search theory | Markov-Kette | Dynamische Optimierung |
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