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Arret optimal avec contrainte - MaRDI portal

Arret optimal avec contrainte

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DOI10.2307/1427325zbMath0528.60037OpenAlexW2318029477MaRDI QIDQ3308788

J. Szpirglas, Monique Pontier

Publication date: 1983

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427325

zbMATH Keywords

optimal stopping randomized stopping times average constraint Lagrangian saddlepoint techniques

Mathematics Subject Classification ID

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

Related Items (1)

Lagrangean Methods and Optimal Stopping

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