Strongly supermedian functions and optimal stopping

DOI10.1007/BF00533481zbMath0297.60038MaRDI QIDQ4051366

Jean-Francois Mertens

Publication date: 1973

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

Related Items (19)

Fine properties of the optimal Skorokhod embedding problem ⋮ Approximations for optimal stopping of a piecewise-deterministic process ⋮ Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients ⋮ Optimal stopping in predictable setting ⋮ Théorie générale des processus et retournement du temps ⋮ Convex inequalities in stochastic control ⋮ Nearly hyperharmonic functions and Jensen measures ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4104688 Dualit� convexe, temps d'arr�t optimal et contr�le stochastique] ⋮ Temps d'arrêt optimal des processus non bornes ⋮ Temps d'arrÊt optimal, théorie générale des processus et processus de Markov ⋮ Processus de Ray et théorie du balayage ⋮ Sur la théorie fine du potentiel ⋮ Stopping of functionals with discontinuity at the boundary of an open set ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4162232 Contr�le de processus alternants et applications] ⋮ Control of jump processes and applications ⋮ Nearly hyperharmonic functions are infima of excessive functions ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3930414 Repr�sentation des fonctionnelles surm�dianes] ⋮ Separation principle for impulse control with partial information ⋮ Local optimality conditions for optimal stopping

Cites Work

• Markoff processes and potentials. I, II, III
• [https://portal.mardi4nfdi.de/wiki/Publication:5646185 Th�orie des processus stochastiques g�n�raux applications aux surmartingales]
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Strongly supermedian functions and optimal stopping