scientific article; zbMATH DE number 3896138

zbMATH Open0562.62071MaRDI QIDQ3675367FDOQ3675367

Authors: J. Szpirglas, Monique Pontier 

Publication date: 1984

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

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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 (10)

• OPTIMAL STOPPING FOR THE LAST EXIT TIME
• On a class of optimal stopping problems with mixed constraints
• Lagrangean Methods and Optimal Stopping
• Bounds for a constrained optimal stopping problem
• Stochastic control/stopping problem with expectation constraints
• Optimal stopping with private information
• Solutions fiables à horizon fini d'un problème stoehastique de recherche optimale sous contrainte
• Optimal stopping with information constraint
• Optimal stopping made easy
• Optimal stopping with expectation constraints

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