On randomized tactics and optimal stopping in the plane

DOI10.1214/aop/1176992916zbMath0579.60034OpenAlexW1991800663MaRDI QIDQ1067299

Annie Millet

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992916

zbMATH Keywords

conditional independenceoptimal stopping problemtwo-dimensional problemChoquet's theoremexistence of an optimal stopping pointrandomized tactics

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Generalized stochastic processes (60G20) Stochastic processes (60G99) Random measures (60G57)

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