scientific article; zbMATH DE number 3896138
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Publication:3675367
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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existence of solutionsrandomized stopping timesconstrained optimal stopping problembounded non-negative right- continuous left-limited processesLagrangian saddle-point methods
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Optimal stochastic control (93E20)
Cited In (19)
- OPTIMAL STOPPING FOR THE LAST EXIT TIME
- On a class of optimal stopping problems with mixed constraints
- Optimal stopping problems under general restriction
- Optimal stopping under \(g\)-expectation with constraints
- Lagrangean Methods and Optimal Stopping
- Bounds for a constrained optimal stopping problem
- On some optimal stopping problems with constraint
- Constrained optimal stopping, liquidity and effort
- Stochastic control/stopping problem with expectation constraints
- Constrained maximum variance stopping for a finite horizon increasing random walk
- Constrained optimal stopping under a regime-switching model
- A dynamic programming approach to distribution-constrained optimal stopping
- Solutions fiables à horizon fini d'un problème stoehastique de recherche optimale sous contrainte
- An optimal stopping problem with a reward constraint
- Stable stopping
- Optimal stopping with a probabilistic constraint
- Optimal stopping with information constraint
- Optimal stopping made easy
- Optimal stopping with expectation constraints
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