Optimal stopping and the sufficiency of randomized threshold strategies

DOI10.1214/18-ECP125zbMath1390.60155arXiv1708.01038OpenAlexW2963616418MaRDI QIDQ1748586

Matthew Zeng, Vicky Henderson, David G. Hobson

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.01038

zbMATH Keywords

optimal stoppingthreshold strategiesrandomised strategies

Mathematics Subject Classification ID

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

Related Items

Optimal stopping time on semi-Markov processes with finite horizon, Cautious stochastic choice, optimal stopping and deliberate randomization

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