Exit problems for general draw-down times of spectrally negative Lévy processes.
Bo LiNhat Linh VuXiaowen ZhouPublished in: J. Appl. Probab. (2019)
Keyphrases
- positive and negative
- specific problems
- database
- difficult problems
- image sequences
- benchmark problems
- combinatorial optimization
- np complete
- closely related
- computationally challenging
- related problems
- decision problems
- application domains
- multi objective
- reinforcement learning
- multiscale
- e learning
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- real time