A sequential game and envelopes of stochastic processes (Q3957717): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 14:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sequential game and envelopes of stochastic processes |
scientific article |
Statements
A sequential game and envelopes of stochastic processes (English)
0 references
1983
0 references
sequential game
0 references
optimal stopping
0 references
Snell envelope
0 references
multiplicative decomposition of supermartingales
0 references
