scientific article; zbMATH DE number 1985272
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Publication:4429136
zbMath1065.91022MaRDI QIDQ4429136
Publication date: 24 September 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
representation theoremoptimal stoppingAmerican optionsGittins indexmulti-armed banditsoptimal consumption plans
Utility theory (91B16) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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