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Optimal stopping in predictable setting - MaRDI portal

Optimal stopping in predictable setting (Q6149348)

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scientific article; zbMATH DE number 7799986
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English
Optimal stopping in predictable setting
scientific article; zbMATH DE number 7799986

    Statements

    title
    Optimal stopping in predictable setting (English)
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    author
    Siham Bouhadou
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    Astrid Hilbert
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    Youssef Ouknine
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    publication date
    5 February 2024
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    zbMATH Keywords
    optimal stopping
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    supermartingale
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    predictable stopping time
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    admissible family
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    reward
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60G44
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    60H99
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    zbMATH DE Number
    7799986
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    OpenAlex ID
    W4390240734
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    DOI
    10.3934/PUQR.2023022
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