Constrained dynkin's stopping problem with continuous parameter
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Publication:3833462
DOI10.1080/17442508908833546zbMath0677.62077MaRDI QIDQ3833462
Publication date: 1989
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508908833546
91A05: 2-person games
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
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