On regression-based stopping times

DOI10.1007/s10626-009-0062-yzbMath1230.93102OpenAlexW1984669689MaRDI QIDQ708889

Benjamin van Roy

Publication date: 15 October 2010

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10626-009-0062-y

zbMATH Keywords

optimal controloptimal stoppingapproximate dynamic programming

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

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