Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs
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Publication:4915177
DOI10.1137/090773143zbMath1262.90113OpenAlexW1985639525WikidataQ57500091 ScholiaQ57500091MaRDI QIDQ4915177
Péguy Pierre-Louis, Güzin Bayraksan
Publication date: 9 April 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/60237017a2d9cb310156b71de103a0512791e24a
Monte Carlo methods (65C05) Stochastic programming (90C15) Stopping times; optimal stopping problems; gambling theory (60G40)
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