| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10523896 | Operations Research Letters | 2016 | 9 Pages |
Abstract
We consider the Brownian “spider,” a construct introduced in Dubins and Schwarz (1988) and in Barlow and Pitman (1989). In this note, the author proves the “spider” bounds by using the dynamic programming strategy of guessing the optimal reward function and subsequently establishing its optimality by proving its excessiveness.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Philip Ernst,