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Time-Randomized Stopping Problems for a Family of Utility Functions

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Bibliographic Details
Published in:SIAM journal on control and optimization 2015-01, Vol.53 (3), p.1328-1345
Main Authors: Perez, Iker, Le, Huiling
Format: Article
Language:English
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Online Access:Get full text
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ISSN:0363-0129
1095-7138
DOI:10.1137/130946800