The advantage of using non-measurable stop rules
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Publication:787581
DOI10.1214/aop/1176993609zbMath0529.60041MaRDI QIDQ787581
Victor C. Pestien, Theodore P. Hill
Publication date: 1983
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993609
90C39: Dynamic programming
28A20: Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence
60G40: Stopping times; optimal stopping problems; gambling theory
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