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Optimal Stopping Under Uncertainty in Drift and Jump Intensity.
Volker Krätschmer
Marcel Ladkau
Roger J. A. Laeven
John Schoenmakers
Mitja Stadje
Published in:
Math. Oper. Res. (2018)
Keyphrases
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optimal stopping
brownian motion
finite horizon
markov chain
stochastic process
markov decision processes
differential equations
optimal control
poisson process
image segmentation
parameter estimation
optimal policy
infinite horizon