A sequential game and envelopes of stochastic processes (Q3957717): Difference between revisions
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Latest revision as of 16:52, 13 June 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)
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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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