Poisson Disorder Problem with Exponential Penalty for Delay
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Publication:5387975
DOI10.1287/moor.1060.0190zbMath1278.62132OpenAlexW2155603250MaRDI QIDQ5387975
Savas Dayanik, Erhan Bayraktar
Publication date: 27 May 2008
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: http://www.math.lsa.umich.edu/~erhan/expo.pdf
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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