How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition
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Publication:5037503
DOI10.1137/21M139044XzbMath1485.91016arXiv2010.03619OpenAlexW4214700175MaRDI QIDQ5037503
Erik Ekström, Marcus Olofsson, Kristoffer Lindensjö
Publication date: 1 March 2022
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.03619
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Games of timing (91A55)
Related Items (3)
The de Finetti Problem with Uncertain Competition ⋮ Rogue traders ⋮ A sequential estimation problem with control and discretionary stopping
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