A Fatou equation for a two-parameter stochastic process

DOI10.1080/09720502.2005.10700398zbMath1172.60313OpenAlexW2315209130MaRDI QIDQ5756369

Teruo Tanaka

Publication date: 4 September 2007

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2005.10700398

zbMATH Keywords

almost sure convergencetwo-parameter optimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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• Markov strategies for optimal control problems indexed by a partially ordered set
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• Stochastic control of two-parameter processes application:the two-armed bandit problem
• Optimal stopping and supermartingales over partially ordered sets
• Optimal stopping and almost sure convergence of random sequences
• A "Fatou Equation" for Randomly Stopped Variables
• Stopping Times and Directed Processes

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