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Logconcave reward functions and optimal stopping rules of threshold form
Hsiau, Shoou-Ren, Lin, Yi-Shen, Yao, Yi-ChingVolume:
19
Year:
2014
Language:
english
Journal:
Electronic Journal of Probability
DOI:
10.1214/EJP.v19-3745
File:
PDF, 292 KB
english, 2014