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"Linear Programming Formulation for Optimal Stopping Problems."

Moon Jung Cho, Richard H. Stockbridge (2002)

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DOI: 10.1137/S0363012900377663

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/ChoS02
Moon Jung Cho, Richard H. Stockbridge:
Linear Programming Formulation for Optimal Stopping Problems. SIAM J. Control. Optim. 40(6): 1965-1982 (2002)

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