Optimal stopping problem with a vector-valued reward function
DOI10.1080/01630563.2013.858051zbMATH Open1292.58007OpenAlexW2141092441MaRDI QIDQ4979798FDOQ4979798
Authors: Cloud Makasu 
Publication date: 19 June 2014
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630563.2013.858051
Recommendations
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Multiobjective variational problems, Pareto optimality, applications to economics, etc. (58E17)
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Cited In (7)
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- Pareto optimality in a bicriterion optimal stopping problem
- Optimality in multi-person stopping problem with general rewards
- Title not available (Why is that?)
- Infinite horizon stopping problems with (nearly) total reward criteria
- Title not available (Why is that?)
- Title not available (Why is that?)
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