On a class of optimal stopping problems with mixed constraints (Q3575491)

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scientific article; zbMATH DE number 5761858
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    On a class of optimal stopping problems with mixed constraints
    scientific article; zbMATH DE number 5761858

      Statements

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      27 July 2010
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      selection problem
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      multiple selection
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      full information
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      definite constraint
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      expectational constraint
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      double-recursive functions
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      Riccati differential equation
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      Knapsack problem
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      minimal spanning tree
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