"Optimal Stopping with a Probabilistic Constraint."

Aaron Zeff Palmer, Alexander Vladimirsky (2017)

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DOI: 10.1007/S10957-017-1183-3

access: closed

type: Journal Article

metadata version: 2020-04-07

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Aaron Zeff Palmer, Alexander Vladimirsky:
Optimal Stopping with a Probabilistic Constraint. J. Optim. Theory Appl. 175(3): 795-817 (2017)

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