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A sequential game and envelopes of stochastic processes - MaRDI portal

A sequential game and envelopes of stochastic processes (Q3957717)

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A sequential game and envelopes of stochastic processes
scientific article

    Statements

    title
    A sequential game and envelopes of stochastic processes (English)
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    published in
    Stochastics
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    publication date
    1983
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    zbMATH Keywords
    sequential game
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    optimal stopping
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    Snell envelope
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    multiplicative decomposition of supermartingales
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    author
    Douglas P. Kennedy
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    62L15
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    91A15
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    91A60
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    zbMATH DE Number
    3778454
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    OpenAlex ID
    W2026948633
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