Statistical inference for a finite optimal stopping problem with unknown transition probabilities

Tomás Rumeau ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2003, vol. 12, issue 1, 215-239

Keywords: Dynamic programming; optimal stopping problem; 60G40; 62F12 (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1007/BF02595820

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