On the Monotonicity Principle of Optimal Skorokhod Embedding Problem.

Gaoyue Guo Xiaolu Tan Nizar Touzi

Published in: SIAM J. Control. Optim. (2016)

Keyphrases

dynamic programming
worst case
data structure
optimal design
monotonicity property
information systems
finding optimal
databases
information retrieval
search engine
social networks
decision trees
vector space
closed form
minimum cross entropy
robust image watermarking