Optimal stopping in predictable setting

DOI10.3934/puqr.2023022OpenAlexW4390240734MaRDI QIDQ6149348

Siham Bouhadou, Youssef Ouknine, Astrid Hilbert

Publication date: 5 February 2024

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/puqr.2023022

zbMATH Keywords

optimal stoppingadmissible familysupermartingalepredictable stopping timereward

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Stochastic analysis (60H99)

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