Baxter-Chacon topology and vector-valued optimal stopping problems

DOI10.1080/09720502.2005.10700399zbMath1172.60314OpenAlexW2000321928MaRDI QIDQ5756370

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/10.1080/09720502.2005.10700399

zbMATH Keywords

convex analysisstopping pointdomination structuremultiparameter stochastic processvector-valued stopping problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probability theory on linear topological spaces (60B11)

Cites Work

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• On randomized tactics and optimal stopping in the plane
• On infinite perfect graphs and randomized stopping points on the plane
• Randomized stopping points and optimal stopping on the plane
• Characterization of Optimal Policies in Vector-Valued Markovian Decision Processes
• Compactness of stopping times
• Baxter-Chacon topology and optimality for multivariate stopping of two-parameter stochastic processes
• Stopping Times and Directed Processes

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