On exponential convergence of random variables

DOI10.4064/AM2540-7-2024MaRDI QIDQ6615576

Dawid Tarłowski

Publication date: 8 October 2024

Published in: Applicationes Mathematicae (Search for Journal in Brave)

zbMATH Keywords

optimizationexponential convergencestopping timesrisk sensitive stochastic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07) Limit theorems in probability theory (60F99) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

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