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scientific article; zbMATH DE number 1985272
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scientific article; zbMATH DE number 1985272

    Statements

    author
    Peter Bank
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    Hans Föllmer
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    publication date
    24 September 2003
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    Mathematics Subject Classification ID
    91G20
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    91B16
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    60G40
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    zbMATH DE Number
    1985272
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    zbMATH Keywords
    American options
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    Gittins index
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    multi-armed bandits
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    optimal consumption plans
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    optimal stopping
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    representation theorem
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