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Bounds for a constrained optimal stopping problem.

Cloud Makasu
Published in: Optim. Lett. (2009)
Keyphrases
  • optimal stopping
  • finite horizon
  • brownian motion
  • lower bound
  • optimal policy
  • infinite horizon
  • optimal control
  • stochastic process
  • multiscale
  • markov random field
  • graphical models
  • parameter estimation
  • data dependent