Baxter-Chacon topology and optimality for multivariate stopping of two-parameter stochastic processes

DOI10.1080/09720502.2005.10700400zbMath1172.60315OpenAlexW2002485453MaRDI QIDQ5756371

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/10.1080/09720502.2005.10700400

zbMATH Keywords

Choquet theoremstopping pointoptimal multivariate stoppingrandomized stopping point

Mathematics Subject Classification ID

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

Related Items (1)

Baxter-Chacon topology and vector-valued optimal stopping problems

Cites Work

• Randomization in the two-armed bandit problem
• Markov strategies for optimal control problems indexed by a partially ordered set
• On randomized tactics and optimal stopping in the plane
• On infinite perfect graphs and randomized stopping points on the plane
• Stopping rules and tactics for processes indexed by a directed set
• Randomized stopping points and optimal stopping on the plane
• Dilations and extremal measures
• Discrete multiarmed bandits and multiparameter processes
• Two parameter optimal stopping and bi-Markov processes
• Stochastic control of two-parameter processes application:the two-armed bandit problem
• Optimal stopping and supermartingales over partially ordered sets
• Compactness of stopping times
• Stopping Times and Directed Processes
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