Optimal stopping problems with generalized objective functions

DOI10.2307/3214826zbMath0719.60047OpenAlexW4244593434MaRDI QIDQ5751680

Theodore P. Hill, Douglas P. Kennedy

Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214826

zbMATH Keywords

optimal stopping problemvector objective functionsconvex theorem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

A generalization of Lyapunov’s convexity theorem with applications in optimal stopping

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