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Snell Envelope with Small Probability Criteria

Details

Publisher
Springer-Verlag
Copyright
Copyright © 2012 by Springer Science+Business Media New York
Subject
Mathematics; Mathematical Methods in Physics; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization; Numerical and Computational Physics; Theoretical, Mathematical and Computational Physics
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/s00245-012-9173-1
Publisher site
See Article on Publisher Site
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