On randomized stopping times

DOI10.1007/BF02863643zbMath0732.60058OpenAlexW2046286910MaRDI QIDQ3357998

No author found.

Publication date: 1990

Published in: Trabajos de Estadistica (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40569

zbMATH Keywords

randomized stopping timesoptimal projectioncharacterization of the extremal elements

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Random measures (60G57) Optimal stopping in statistics (62L15)

Related Items (1)

Time-inconsistent mean-field optimal stopping: a limit approach

Cites Work

• Compactness of stopping times
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