Optimal stopping problems with restricted stopping times

DOI10.3934/jimo.2016023zbMath1367.60042OpenAlexW2333512719MaRDI QIDQ2358495

Wenqing Bao, Xianyi Wu, Xian Zhou

Publication date: 15 June 2017

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2016023

zbMATH Keywords

supermartingalespartially ordered setoptimal stopping timesSnell's enveloperestricted stopping times

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

A General Theory of MultiArmed Bandit Processes with Constrained Arm Switches

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