Optimal stopping and dynamic allocation

DOI10.2307/1427104zbMath0638.60062OpenAlexW2334392365MaRDI QIDQ3779527

Fu Chang, Tze Leung Lai

Publication date: 1987

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427104

zbMATH Keywords

optimal stopping problemsstopping boundariesGittins index for a Wiener processoptimal dynamic allocation

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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