A Construction Scheme of the Minimal Dominating Supermartingale arising in the Discrete Parameter Optimal Stopping Problems

DOI10.1080/02522667.1988.10698901zbMath0639.60054OpenAlexW2012414887MaRDI QIDQ3780203

Minoru W. Yoshida

Publication date: 1988

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1988.10698901

zbMATH Keywords

optimal stoppingminimal dominating supermartingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Monotone stopping problems and continuous time processes
• On optimal stopping rules

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