scientific article; zbMATH DE number 2064421

MaRDI QIDQ4461920zbMATH OpenFDO

Authors Suo Ping Li, Haibo Yang, Kunhui Liu

Publication date 18 May 2004

zbMATH Keywords

Brownian motionstopping timestochastic optimal controlexistence of optimal control

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic integrals (60H05) Optimal stochastic control (93E20)

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