咨询与建议

限定检索结果

文献类型

  • 1 篇 期刊文献

馆藏范围

  • 1 篇 电子文献
  • 0 种 纸本馆藏

日期分布

学科分类号

  • 1 篇 理学
    • 1 篇 数学

主题

  • 1 篇 supermartingale
  • 1 篇 predictable stop...
  • 1 篇 reward
  • 1 篇 admissible famil...
  • 1 篇 optimal stopping

机构

  • 1 篇 mohammed vi poly...
  • 1 篇 department of ma...
  • 1 篇 department of ma...

作者

  • 1 篇 siham bouhadou
  • 1 篇 youssef ouknine
  • 1 篇 astrid hilbert

语言

  • 1 篇 英文
检索条件"主题词=Predictable stopping time"
1 条 记 录,以下是1-10 订阅
排序:
Optimal stopping in predictable setting
收藏 引用
Probability, Uncertainty and Quantitative Risk 2023年 第4期8卷 485-498页
作者: Siham Bouhadou Astrid Hilbert Youssef Ouknine Department of Mathematics Faculty of Sciences SemlaliaCadi Ayyad UniversityBd.Prince My AbdellahB.P.239040000 MarrakechMorocco Department of Mathematics Linnaeus UniversityB2051Hus BVäxjöSweden Mohammed VI Polytechnic University Hay Moulay Rachid Ben Guerir43150Morocco
In this study,we delve into the optimal stopping problem by examining the p(ϕ(τ),τ∈T_(0)^(p))case in which the reward is given by a family of nonnegative random variables indexed by predictable stopping *** aim to ... 详细信息
来源: 维普期刊数据库 维普期刊数据库 评论