Dynamic allocation problems in continuous time
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Publication:1333376
DOI10.1214/AOAP/1177005062zbMath0831.93069OpenAlexW1995442741MaRDI QIDQ1333376
Nicole El Karoui, Ioannis Karatzas
Publication date: 13 February 1996
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005062
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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