Irreversible decisions under uncertainty: optimal stopping made easy
Auteur :
Boyarchenko, Svetlana / Levendorskii, Sergei
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783642092930
Date de publication :
30 nov. 2010
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Allemagne
In many cases, a problem which an optimizing agent faces can be formulated or reformulated as a problem of optimal timing of a certain irreversible or partially reversible action or optimal stopping problem.