Optimal stopping and almost sure convergence of random sequences
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Publication:4188516
DOI10.1007/BF00537527zbMath0403.60044OpenAlexW1985745167MaRDI QIDQ4188516
Hans-Jürgen Engelbert, Alfred Engelbert
Publication date: 1979
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00537527
Related Items (4)
A Fatou equation for a two-parameter stochastic process ⋮ Optimal predictable transforms ⋮ Stationary policies and Markov policies in Borel dynamic programming ⋮ Some special properties of conditional expectation
Cites Work
- A 'stopped' proof of convergence
- Amarts: A class of asymptotic martingales. A: Discrete parameter
- Some inequalities for randomly stopped variables with applications to pointwise convergence
- Pointwise convergence in terms of expectations
- Optimal Stopping and Experimental Design
- A "Fatou Equation" for Randomly Stopped Variables
- Applications of Martingale System Theorems
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