Arr�t Optimal sur le Plan

DOI10.1007/BF00538798zbMath0488.60057MaRDI QIDQ3949750

J. Szpirglas, Gerald Mazziotto

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

optimal stopping problemtwo-parameter stochastic processSnell enveloppepartially ordered discrete set

Mathematics Subject Classification ID

Random fields (60G60) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (10)

The optimal control of a two-parameter jump process ⋮ L 2 -discrete hedging in a continuous-time model ⋮ The past of a stopping point and stopping for two-parameter processes ⋮ Stochastic control of two-parameter processes application:the two-armed bandit problem ⋮ Two-parameter optimal stopping problem with switching costs ⋮ Optimal stopping for a particular family of stopping points in the plane ⋮ On stopping points in the plane that lie on a unique optional increasing path ⋮ Two parameter optimal stopping and bi-Markov processes ⋮ Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces ⋮ Discrete multiarmed bandits and multiparameter processes

Cites Work

• Stopping for two-dimensional stochastic processes
• The optional sampling theorem for martingales indexed by directed sets
• Stopping rules and tactics for processes indexed by a directed set
• Optional sampling of submartingales indexed by partially ordered sets
• Stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:3868548 Th�or�mes de section et de projection pour les processus a deux indices]
• Optimal stopping and supermartingales over partially ordered sets
• Convergence of Classes of Amarts Indexed by Directed Sets
• Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• [https://portal.mardi4nfdi.de/wiki/Publication:5646185 Th�orie des processus stochastiques g�n�raux applications aux surmartingales]
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