scientific article

zbMATH Open0562.62071MaRDI QIDQ3675367FDOQ3675367

J. Szpirglas, Monique Pontier

Publication date: 1984

Title of this publication is not available (Why is that?)

zbMATH Keywords

existence of solutionsrandomized stopping timesconstrained optimal stopping problembounded non-negative right- continuous left-limited processesLagrangian saddle-point methods

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Optimal stochastic control (93E20)

Cited In (7)

• OPTIMAL STOPPING FOR THE LAST EXIT TIME
• Lagrangean Methods and Optimal Stopping
• Stochastic control/stopping problem with expectation constraints
• Optimal stopping with private information
• Optimal stopping with information constraint
• Optimal stopping made easy
• Optimal stopping with expectation constraints

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