| Article ID: | iaor200971528 |
| Country: | Germany |
| Volume: | 3 |
| Issue: | 4 |
| Start Page Number: | 499 |
| End Page Number: | 505 |
| Publication Date: | Sep 2009 |
| Journal: | Optimization Letters |
| Authors: | Makasu Cloud |
| Keywords: | optimal stopping |
In this short letter, we present an explicit upper bound for the optimal value of a bidimensional optimal stopping problem over stopping times subject to a constraint.