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Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping - MaRDI portal

Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping (Q3696225)

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Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping
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    Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping (English)
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    1984
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    optimal stopping problem
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    randomized stopping times
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    Doob's optional sampling theorem
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