Optimal stopping problem with recall cost

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Publication:1847165


DOI10.1016/S0377-2217(98)00013-7zbMath0998.90082MaRDI QIDQ1847165

Byung-Kook Kang

Publication date: 17 November 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)


90C39: Dynamic programming

60G40: Stopping times; optimal stopping problems; gambling theory


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