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Optimal stopping and dynamic allocation - MaRDI portal

Optimal stopping and dynamic allocation (Q3779527)

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scientific article
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English
Optimal stopping and dynamic allocation
scientific article

    Statements

    title
    Optimal stopping and dynamic allocation (English)
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    author
    Fu Chang
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    Tze Leung Lai
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    publication date
    1987
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    zbMATH Keywords
    optimal stopping problems
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    Gittins index for a Wiener process
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    stopping boundaries
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    optimal dynamic allocation
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    Identifiers

    DOI
    10.2307/1427104
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    zbMATH DE Number
    4040971
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    OpenAlex ID
    W2334392365
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