A Construction Scheme of the Minimal Dominating Supermartingale arising in the Discrete Parameter Optimal Stopping Problems (Q3780203): Difference between revisions
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| Property / author: Q702090 / rank | |||
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| Property / author: Minoru W. Yoshida / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/02522667.1988.10698901 / rank | |||
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| Property / OpenAlex ID: W2012414887 / rank | |||
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| Property / cites work: On optimal stopping rules / rank | |||
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| Property / cites work: Monotone stopping problems and continuous time processes / rank | |||
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Latest revision as of 15:28, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Construction Scheme of the Minimal Dominating Supermartingale arising in the Discrete Parameter Optimal Stopping Problems |
scientific article |
Statements
A Construction Scheme of the Minimal Dominating Supermartingale arising in the Discrete Parameter Optimal Stopping Problems (English)
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1988
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optimal stopping
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minimal dominating supermartingale
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