scientific article; zbMATH DE number 2015371
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Publication:4438206
zbMath1036.60033MaRDI QIDQ4438206
Publication date: 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
linear programmingoptimal stoppingMarkov processnonlinear programmingdetection problemnumerical methods for exit time problems
Probabilistic models, generic numerical methods in probability and statistics (65C20) Nonlinear programming (90C30) Linear programming (90C05) Stopping times; optimal stopping problems; gambling theory (60G40)
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