Optimal R&D programs in a random environment

DOI10.2307/3214653zbMath0703.90057OpenAlexW4238446427MaRDI QIDQ3483081

Dror Zuckerman, Morton J. M. Posner

Publication date: 1990

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

Full work available at URL: https://doi.org/10.2307/3214653

zbMATH Keywords

optimal stopping timecontrol limit policystochastic R \& D model

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Operations research and management science (90B99)

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