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Optimal stopping and impulse control in the presence of an anticipated regime switch.

Luis H. R. Alvarez E.Wiljami Sillanpää
Published in: Math. Methods Oper. Res. (2023)
Keyphrases
  • optimal stopping
  • brownian motion
  • control system
  • finite horizon
  • image processing
  • cost function
  • sufficient conditions
  • control strategy
  • image sequences
  • supply chain
  • edge detection