Two parameter optimal stopping and bi-Markov processes
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Publication:3344917
DOI10.1007/BF00532587zbMath0551.60045MaRDI QIDQ3344917
No author found.
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Random fields (60G60) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)
Related Items (16)
On an Optimal Stopping Problem for Multi-Parameter Diffusion Processes ⋮ The system of quasi-variational inequalities attached to the two-armed bandit problem ⋮ Stochastic control of two-parameter processes application:the two-armed bandit problem ⋮ Two-parameter optimal stopping problem with switching costs ⋮ A matrix representation of fields and filtrations and its application to stochastic control problems ⋮ Optimal switching for two-parameter stochastic processes ⋮ Additive comparisons of stopping values and supremum values for finite stage multiparameter stochastic processes ⋮ Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities ⋮ Prophet inequalities for two-parameter optimal stopping problems ⋮ A Fatou equation for a two-parameter stochastic process ⋮ Baxter-Chacon topology and optimality for multivariate stopping of two-parameter stochastic processes ⋮ Prophet inequalities for finite stage multiparameter optimal stopping problems ⋮ Unnamed Item ⋮ Discrete time multi-parameter optimal stopping problems with multiple plays and switching costs ⋮ Optimal multiple stopping problems for discrete time multiparameter stochastic processes ⋮ Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces
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