Optimal stopping with a probabilistic constraint
type: Item
instance of: scholarly article
title: Optimal stopping with a probabilistic constraint
zbMATH Open document ID: 1383.93097
author: Aaron Zeff Palmer
author: Alexander Vladimirsky
published in: Journal of Optimization Theory and Applications
publication date: 2018-02-08T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 65K15
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 49M30
zbMATH DE Number: 6836083
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: stopping-times
zbMATH Keywords: dynamic programming
zbMATH Keywords: chance constraint
MaRDI profile type: Publication
full work available at URL: s10957-017-1183-3
OpenAlex ID: W2767371887
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DOI: 10.1007/S10957-017-1183-3
describes a project that uses: GitHub
description: scientific article; zbMATH DE number 6836083