scientific article

zbMath0496.60039MaRDI QIDQ3959878

G. A. Edgar, Annie Millet, Louis Sucheston

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stopping rulescompactness of the family of randomized stopping rules

Mathematics Subject Classification ID

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

Related Items (11)

Optimal stopping under model uncertainty: randomized stopping times approach ⋮ A dynamic programming approach to distribution-constrained optimal stopping ⋮ Time-inconsistent mean-field optimal stopping: a limit approach ⋮ Stopping time convergence for processes associated with Dirichlet forms ⋮ Weak Limits of Stopped Diffusions ⋮ Two parameter optimal stopping and bi-Markov processes ⋮ On randomized stopping times ⋮ A solution to the Monge transport problem for Brownian martingales ⋮ No-Arbitrage and Hedging with Liquid American Options ⋮ Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case ⋮ Utility Maximization When Shorting American Options

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