Triangular function and continuity property of multiparameter optimal stopping value

DOI10.1080/02522667.2005.10699648zbMath1092.62076OpenAlexW2072480706MaRDI QIDQ5694537

Teruo Tanaka

Publication date: 4 October 2005

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.2005.10699648

zbMATH Keywords

convergence in distributionmultiparameter stochastic processoptimal stopping value

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

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• Markov strategies for optimal control problems indexed by a partially ordered set
• Stopping rules and tactics for processes indexed by a directed set
• Discrete multiarmed bandits and multiparameter processes
• Optimal stopping and supermartingales over partially ordered sets

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