Optimal stopping problems with generalized objective functions

DOI10.2307/3214826MaRDI QIDQ5751680zbMATH OpenOpenAlexFDO

Authors Theodore P. Hill, D. P. Kennedy

Publication date 1990

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214826

zbMATH Keywords

optimal stopping problemvector objective functionsconvex theorem

Mathematics Subject Classification ID

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

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