Bounds for a constrained optimal stopping problem (Q732774)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Bounds for a constrained optimal stopping problem
scientific article

    Statements

    Bounds for a constrained optimal stopping problem (English)
    0 references
    0 references
    15 October 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    constrained optimal stopping problem
    0 references
    Lagrangian dual problem
    0 references
    Lagrangian multiplier
    0 references
    0 references