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MOOC Técnico: Optimal Stopping Problems 2020 (self-paced)
This course addresses problems of optimal stopping, presenting one of the most used methodology: the Hamilton-Jacobi-Bellman (HJB) equations. Optimal stopping problems...
This course addresses problems of optimal stopping, presenting one of the most used methodology: the Hamilton-Jacobi-Bellman (HJB) equations. Optimal stopping problems...