Bounds for a constrained optimal stopping problem
type: Item
instance of: scholarly article
title: Bounds for a constrained optimal stopping problem
zbMATH Open document ID: 1174.60017
author: Cloud Makasu
published in: Optimization Letters
publication date: 2009-10-15T00:00:00Z
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 5615328
zbMATH Keywords: constrained optimal stopping problem
zbMATH Keywords: Lagrangian dual problem
zbMATH Keywords: Lagrangian multiplier
MaRDI profile type: Publication
full work available at URL: s11590-009-0127-8
OpenAlex ID: W1998330966
cites work: Optimal time to invest when the price processes are geometric Brownian motions
cites work: On a constrained optimal stopping problem
cites work: Lagrangean Methods and Optimal Stopping
cites work: On Wald Optimal Stopping Problem for Geometric Brownian Motions
cites work: Optimal Stopping with a Horizon Constraint
DOI: 10.1007/S11590-009-0127-8
description: scientific article; zbMATH DE number 5615328