A generalization of Lyapunov’s convexity theorem with applications in optimal stopping

DOI10.1090/S0002-9939-98-04120-3zbMath0901.28007OpenAlexW1534193603MaRDI QIDQ4383058

Zuzana Kühn, Uwe Roesler

Publication date: 24 March 1998

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-98-04120-3

zbMATH Keywords

Lyapunov's convexity theorem

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Optimal stopping under model uncertainty: randomized stopping times approach ⋮ Risk-neutral valuation with infinitely many trading dates

Cites Work

• Relations among certain ranges of vector measures
• How to Cut A Cake Fairly
• Optimal stopping problems with generalized objective functions
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