Victor C. Pestien, William D. Sudderth. Continuous-Time Casino Problems. Math. Oper. Res., 13(2):364-376, 1988. [doi]
@article{PestienS88,
title = {Continuous-Time Casino Problems},
author = {Victor C. Pestien and William D. Sudderth},
year = {1988},
doi = {10.1287/moor.13.2.364},
url = {http://dx.doi.org/10.1287/moor.13.2.364},
researchr = {https://researchr.org/publication/PestienS88},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {13},
number = {2},
pages = {364-376},
}