On randomized stopping points and perfect graphs
type: Item
instance of: scholarly article
title: On randomized stopping points and perfect graphs
zbMATH Open document ID: 0607.05034
DOI: 10.1016/0095-8956(88)90076-7
author: Robert C. Dalang
author: Dominique De Werra
author: Leslie E. jun. Trotter
published in: Journal of Combinatorial Theory. Series B
publication date: 1988-01-01T00:00:00Z
full work available at URL: https://hdl.handle.net/1813/8563
review text: Randomized stopping points form a convex set associated with the information structure that arises in the context of the optimal stopping problem for two-parameter processes. We study combinatorial properties of this structure when the underlying space is finite, in which case this convex set can be identified with a bounded polyhedron. Study of the extreme points of this polytope motivates the definition of an apparently new class of perfectly orderable graphs. Properties of this class of graphs are examined. For this setting, it is shown that under a classical hypothesis of the probabilistic model, the extremal elements of the set of randomized stopping points are precisely ordinary stopping points.
Mathematics Subject Classification ID: 05C15
Mathematics Subject Classification ID: 05C50
Mathematics Subject Classification ID: 05C75
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G57
zbMATH DE Number: 3981201
zbMATH Keywords: randomized stopping points
zbMATH Keywords: optimal stopping
zbMATH Keywords: perfectly orderable graphs
zbMATH Keywords: perfect graphs
zbMATH Keywords: perfect matrices
zbMATH Keywords: filtrations
MaRDI profile type: Publication
OpenAlex ID: W2064063612
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description: scientific article; zbMATH DE number 3981201