Métodos no estándar en el problema de la parada óptima
Gespeichert in:
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| Format: | artículo original |
| Status: | Versión publicada |
| Publikationsdatum: | 1998 |
| Beschreibung: | We analize the optimal-stopping ploblem by the use of non standard analysis techniques. Using the non standard concept of quasi-optimal time, we prove the existence of optimal times for the problems of finite and infinite horizon . The approach used in non standard analysis is that of the Internal Set Theory. |
| Land: | Portal de Revistas UCR |
| Institution: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Sprache: | Español |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/155 |
| Online Zugang: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/155 |
| Stichwort: | optimal-stopping problem finite and infinite horizon , Internal Set Theory quasi-optimal time optimal time Loeb-Nelson integrability problema de parada óptima horizontes finitos e infinitos Internal Set Theory tiempo casi-óptimo tiempo óptimo integralidad según Loeb-Nelson |