Optimal stopping and dynamic allocation (Q3779527)

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scientific article; zbMATH DE number 4040971
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    Optimal stopping and dynamic allocation
    scientific article; zbMATH DE number 4040971

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      Optimal stopping and dynamic allocation (English)
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      1987
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      optimal stopping problems
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      Gittins index for a Wiener process
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      stopping boundaries
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      optimal dynamic allocation
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