A verification theorem for optimal stopping problems with expectation constraints
type: Item
instance of: scholarly article
title: A verification theorem for optimal stopping problems with expectation constraints
zbMATH Open document ID: 1411.49014
author: Stefan Ankirchner
author: Maike Klein
author: Thomas Kruse
published in: Applied Mathematics and Optimization
publication date: 2019-03-27T00:00:00Z
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 35J15
Mathematics Subject Classification ID: 35J60
zbMATH DE Number: 7043105
zbMATH Keywords: optimal stopping
zbMATH Keywords: expectation constraints
zbMATH Keywords: dynamic programming principle
zbMATH Keywords: verification theorem
MaRDI profile type: Publication
full work available at URL: s00245-017-9424-2
OpenAlex ID: W2589412699
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DOI: 10.1007/S00245-017-9424-2
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description: scientific article; zbMATH DE number 7043105