On a randomized strategy in Neveu's stopping problem

DOI10.1016/0304-4149(85)90384-9zbMath0601.60039OpenAlexW2049648179MaRDI QIDQ1081199

B. George

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90384-9

zbMATH Keywords

game theorystopping timeoptimal pure strategyrandomized strategiesexistence of the value of the game

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

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Cites Work

• Zero-sum Markov games with stopping and impulsive strategies
• NOTE : A TIME-SEQUENTIAL GAME FOR SUMS OF RANDOM VARIABLES
• Sur un problème de dynkin
• Construction of the Cost and Optimal Policies in a Game Problem of Stopping a Markov Process
• Optimal Stopped Games
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