Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1432-0606
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps ; day:5 ; month:7 ; year:2019 ; pages:1-43
Applied mathematics & optimization ; (5.7.2019), 1-43
- Classification
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Mathematik
- Creator
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Dumitrescu, Roxana
Reisinger, Christoph
Zhang, Yufei
- Contributor
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SpringerLink (Online service)
- DOI
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10.1007/s00245-019-09591-0
- URN
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urn:nbn:de:101:1-2019121107370678502888
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:48 AM CEST
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Associated
- Dumitrescu, Roxana
- Reisinger, Christoph
- Zhang, Yufei
- SpringerLink (Online service)
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