Randomized Optimal Stopping Times for a Class of Stopping Games

DOI10.1137/S0040585X97979317zbMath1054.60047OpenAlexW1974583077MaRDI QIDQ4442876

Victor C. Domansky

Publication date: 21 January 2004

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97979317

zbMATH Keywords

Markov chainsoptimal strategiesstopping timesmatrix gamesvalues of games

Mathematics Subject Classification ID

2-person games (91A05) Stopping times; optimal stopping problems; gambling theory (60G40)

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