Optimal stopping with a probabilistic constraint (Q1695821): Difference between revisions

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-.1007/s10957-017-1183-3
@@ Property / DOI: 10.1007/s10957-017-1183-3 / rank @@
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+Q4032143
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+Optimal routing for maximizing the travel time reliability
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Q3151174
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+Technical Note—Dynamic Programming and Probabilistic Constraints
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+Neuro-Dynamic Programming: An Overview and Recent Results
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+An Analysis of Stochastic Shortest Path Problems
@@ Property / cites work: An Analysis of Stochastic Shortest Path Problems / rank @@
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+Q4357414
@@ Property / cites work: Q4357414 / rank @@
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+Q3910361
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+Compactness of stopping times
@@ Property / cites work: Compactness of stopping times / rank @@
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+A dynamic maximum principle for the optimization of recursive utilities under constraints.
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@@ Property / DOI @@
+.1007/S10957-017-1183-3
@@ Property / DOI: 10.1007/S10957-017-1183-3 / rank @@
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