Expected utility maximization of optimal stopping problems
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Cited by:
- C. Barz & K. Waldmann, 2007. "Risk-sensitive capacity control in revenue management," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 65(3), pages 565-579, June.
- Müller, Alfred, 2001. "Bounds for optimal stopping values of dependent random variables with given marginals," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 73-78, March.
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