scientific article; zbMATH DE number 1144389

zbMATH Open0913.60038MaRDI QIDQ4384409FDOQ4384409

Authors: Nikolai Dokuchaev 

Publication date: 1 July 1998

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

Recommendations

• Optimal stopping with a probabilistic constraint
• scientific article
• Optimal stopping problems for some Markov processes
• Optimal stopping of a piecewise-deterministic markov process
• Bounds for a constrained optimal stopping problem
• Optimal stopping of a random sequence with unknown distribution
• Approximations for optimal stopping of a piecewise-deterministic process
• On a class of optimal stopping problems with mixed constraints

zbMATH Keywords

Markov processoptimal stoppingproblem with constraints

Mathematics Subject Classification ID

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

Cited In (8)

• On a class of optimal stopping problems with mixed constraints
• A duality approach to problems of combined stopping and deciding under constraints
• Constrained dynkin's stopping problem with continuous parameter
• Lagrangean Methods and Optimal Stopping
• Bounds for a constrained optimal stopping problem
• Stochastic controls with terminal contingent conditions
• Randomized Optimal Stopping Algorithms and Their Convergence Analysis
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4384409)