hal.structure.identifier	Institut de Mathématiques de Bordeaux [IMB]
hal.structure.identifier	Advanced Learning Evolutionary Algorithms [ALEA]
dc.contributor.author	DEL MORAL, Pierre
hal.structure.identifier	Advanced Learning Evolutionary Algorithms [ALEA]
dc.contributor.author	HU, Peng
hal.structure.identifier	Laboratoire Analyse, Géométrie et Applications [LAGA]
hal.structure.identifier	EDF [EDF]
dc.contributor.author	OUDJANE, Nadia
dc.date.issued	2012
dc.identifier.issn	0095-4616
dc.language.iso	en
dc.publisher	Springer Verlag (Germany)
dc.title.en	Snell envelope with small probability criteria
dc.type	Article de revue
dc.subject.hal	Mathématiques [math]/Statistiques [math.ST]
dc.subject.hal	Statistiques [stat]/Théorie [stat.TH]
bordeaux.journal	Applied Mathematics and Optimization
bordeaux.page	309-330
bordeaux.volume	66
bordeaux.issue	3
bordeaux.peerReviewed	oui
hal.identifier	hal-00758905
hal.version	1
hal.popular	non
hal.audience	Internationale
hal.origin.link	https://hal.archives-ouvertes.fr//hal-00758905v1
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Snell envelope with small probability criteria