Continuous-Time Casino Problems (Q3798580)

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Continuous-Time Casino Problems
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    title
    Continuous-Time Casino Problems (English)
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    DOI
    10.1287/moor.13.2.364
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    author
    Victor C. Pestien
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    William D. Sudderth
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    publication date
    1988
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    Mathematics Subject Classification ID
    93E20
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    91A60
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    60G40
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    60J60
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    60H10
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    zbMATH DE Number
    4064896
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    zbMATH Keywords
    Continuous-time casino problems
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    value function
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    continuous-time
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    OpenAlex ID
    W2136321209
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