|
|||||
|
|
Optimal stopping for Shepp's urn with risk aversion |
|
| Abstract: | |
| Keywords: | Shepp's urn Chow and Robbins Sn/n problem Brownian bridge optimal strategy optimal stopping |
|
||||||||||||
|
||||||||||||
|
||||||||||||
|
|
|
|
| 设为首页 | 免责声明 | 关于勤云 | 加入收藏 |
|
Copyright©北京勤云科技发展有限公司 京ICP备09084417号 |