Dokuchaev, N. G. Random process optimal stopping in the problem with constraints. (English. Russian original) Zbl 0913.60038 Theory Probab. Appl. 41, No. 4, 761-768 (1996); translation from Teor. Veroyatn. Primen. 41, No. 4, 884-892 (1996). The author considers the problem of optimal stopping for an Itô diffusion with a finite number of constraints on the stopping times. This problem is reduced to a minimax problem without constraints, using a general Lagrange approach. Reviewer: A.Irle (Kiel) Cited in 2 ReviewsCited in 1 Document MSC: 60G40 Stopping times; optimal stopping problems; gambling theory Keywords:optimal stopping; Markov process; problem with constraints PDF BibTeX XML Cite \textit{N. G. Dokuchaev}, Theory Probab. Appl. 41, No. 4, 761--768 (1996; Zbl 0913.60038); translation from Teor. Veroyatn. Primen. 41, No. 4, 884--892 (1996)