Bounds for a constrained optimal stopping problem (Q732774)

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Bounds for a constrained optimal stopping problem
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    title
    Bounds for a constrained optimal stopping problem (English)
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    author
    Cloud Makasu
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    publication date
    15 October 2009
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    Mathematics Subject Classification ID
    60G40
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    62L15
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    60J65
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    zbMATH DE Number
    5615328
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    zbMATH Keywords
    constrained optimal stopping problem
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    Lagrangian dual problem
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    Lagrangian multiplier
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    OpenAlex ID
    W1998330966
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