Métodos no estándar en el problema de la parada óptima
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| Autor: | |
|---|---|
| Format: | artículo original |
| Status: | Versión publicada |
| Datum izdanja: | 1998 |
| Opis: | 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. |
| Zemlja: | Portal de Revistas UCR |
| Institucija: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Jezik: | Español |
| OAI Identifier: | oai:archivo.portal.ucr.ac.cr:article/155 |
| Online pristup: | https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/155 |
| Ključna riječ: | 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 |