"Penalty Method for Finite Horizon Stopping Problems."

Lukasz Stettner (2011)

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DOI: 10.1137/080738635

access: closed

type: Journal Article

metadata version: 2020-07-09

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Lukasz Stettner:
Penalty Method for Finite Horizon Stopping Problems. SIAM J. Control. Optim. 49(3): 1078-1099 (2011)

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