On a constrained optimal stopping problem

DOI10.2307/3213520zbMath0493.60052OpenAlexW2321680653MaRDI QIDQ3956168

Douglas P. Kennedy

Publication date: 1982

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

Full work available at URL: https://doi.org/10.2307/3213520

zbMATH Keywords

stopping rulesoptimal stopping problemconvex programming technique

Mathematics Subject Classification ID

Convex programming (90C25) Stopping times; optimal stopping problems; gambling theory (60G40)

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