Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping

DOI10.1002/MANA.19841150117zbMath0576.60035OpenAlexW2123818428MaRDI QIDQ3696225

Hans-Jürgen Engelbert, Rainer Buckdahn

Publication date: 1984

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19841150117

zbMATH Keywords

optimal stopping problemrandomized stopping timesDoob's optional sampling theorem

Mathematics Subject Classification ID

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

Related Items (2)

Optional Sampling Theorem for Deformed Submartingales ⋮ Randomized Optimal Stopping Algorithms and Their Convergence Analysis

This page was built for publication: Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping