zbMath0587.62156MaRDI QIDQ3713434
Ulrich S. Gugerli
Publication date: 1983
zbMATH Keywords
Markov chainsconvex programmingPareto optimalityPareto boundaryvector-valued payoff
Mathematics Subject Classification ID
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)