Optional sampling of submartingales indexed by partially ordered sets

DOI10.1214/aop/1176994267zbMath0477.60048OpenAlexW2028465146MaRDI QIDQ1160989

Alan S. Willsky, Robert B. jun. Washburn

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/1176994267

zbMATH Keywords

optimal stopping problemsubmartingalepartially ordered index setoptional samplingreachable stopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Related Items (12)

Predictability and stopping on lattices of sets ⋮ Lattices of random sets and progressivity ⋮ Point processes indexed by directed sets ⋮ Optional Sampling Theorem for Deformed Submartingales ⋮ Stochastic control of two-parameter processes application:the two-armed bandit problem ⋮ Optimal switching for two-parameter stochastic processes ⋮ Optional sampling of submartingales with scanned index sets ⋮ The optional sampling theorem for submartingales in the sequentially planned context ⋮ Reinforcement with Fading Memories ⋮ Regularity and decomposition of two-parameter supermartingales ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3949750 Arr�t Optimal sur le Plan] ⋮ Discrete multiarmed bandits and multiparameter processes

This page was built for publication: Optional sampling of submartingales indexed by partially ordered sets