Transitivity in problems of optimal stopping

DOI10.1214/aop/1176994369zbMath0469.60039OpenAlexW2049681864MaRDI QIDQ1157075

Albrecht Irle

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aop/1176994369

zbMATH Keywords

optimal stoppingtransitivitystopping times

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (4)

Sufficiency in sequentially planned decision procedures ⋮ Distribution of the norm of a stable random vector of a Hilbert space ⋮ Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing ⋮ Separation principle for impulse control with partial information

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