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.
Ernst, Philip. "Exercising control when confronted by a (Brownian) spider." Operations Research Letters, 44, no. 4 (2016) Elsevier: 487-490. https://doi.org/10.1016/j.orl.2016.05.001.
Except where otherwise noted, this item's license is described as This article is licensed under the terms of the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International (CC BY-NC-ND 4.0) license.