A sequential game and envelopes of stochastic processes (Q3957717): Difference between revisions
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Property / author: Q593386 / rank | |||
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Property / author: Douglas P. Kennedy / 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/10.1080/17442508308833258 / rank | |||
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Property / OpenAlex ID: W2026948633 / rank | |||
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Property / cites work: Q5641856 / rank | |||
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Property / cites work: Optimal predictable transforms / rank | |||
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Property / cites work: Stimulating Prices in a Stochastic Model of Resource Allocation / rank | |||
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Property / cites work: Strong envelopes of stochastic processes and a penalty method<sup>†</sup> / rank | |||
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Latest revision as of 16:52, 13 June 2024
scientific article
Language | Label | Description | Also known as |
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English | A sequential game and envelopes of stochastic processes |
scientific article |
Statements
A sequential game and envelopes of stochastic processes (English)
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1983
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sequential game
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optimal stopping
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Snell envelope
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multiplicative decomposition of supermartingales
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