Efficient solutions for a class of optimal stopping problems
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Publication:1758289
DOI10.1016/j.orl.2012.05.005zbMath1252.49042MaRDI QIDQ1758289
Publication date: 8 November 2012
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2012.05.005
49L20: Dynamic programming in optimal control and differential games
60G40: Stopping times; optimal stopping problems; gambling theory
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