Stochastic dynamic programming
In the optimal stopping problemJT = HT
Jn 1 = maxHn 1 if uk=stop
E(Jn(f(xk,uk,ξk))j Fn 1 ) otherwise.
greg delong
(Greg DeLong)
#1
In the optimal stopping problemJT = HT
Jn 1 = maxHn 1 if uk=stop
E(Jn(f(xk,uk,ξk))j Fn 1 ) otherwise.