Dynamic allocation problems in continuous time
type: Item
instance of: scholarly article
title: Dynamic allocation problems in continuous time
zbMATH Open document ID: 0831.93069
author: Nicole El Karoui
author: Ioannis Karatzas
published in: The Annals of Applied Probability
publication date: 1996-02-13T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60K30
zbMATH DE Number: 639108
zbMATH Keywords: non-Markovian dynamic allocation
zbMATH Keywords: stochastic control
zbMATH Keywords: optimal stopping
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177005062
OpenAlex ID: W1995442741
DOI: 10.1214/AOAP/1177005062
description: scientific article; zbMATH DE number 639108