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Optimal stopping with nonlinear expectation: geometric and algorithmic solutions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kosmala, Tomasz, Moriarty, John
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control 60G40, 91B08, 91B06, 60J25
Online Access:	Acceder al recurso
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