Efficient solutions for a class of optimal stopping problems
From MaRDI portal
Publication:1758289
DOI10.1016/j.orl.2012.05.005zbMath1252.49042OpenAlexW1982583998MaRDI QIDQ1758289
Publication date: 8 November 2012
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2012.05.005
Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items
Cites Work