A Fatou equation for a two-parameter stochastic process

DOI10.1080/09720502.2005.10700398MaRDI QIDQ5756369zbMATH OpenOpenAlexFDO

Authors Teruo Tanaka

Publication date 4 September 2007

Published in Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720502.2005.10700398

zbMATH Keywords

almost sure convergencetwo-parameter optimal stopping

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

• A "Fatou Equation" for Randomly Stopped Variables
• Discrete multiarmed bandits and multiparameter processes
• scientific article; zbMATH DE number 862533 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Markov strategies for optimal control problems indexed by a partially ordered set
• On randomized tactics and optimal stopping in the plane
• Optimal stopping and almost sure convergence of random sequences
• Optimal stopping and supermartingales over partially ordered sets
• Randomized stopping points and optimal stopping on the plane
• Stochastic control of two-parameter processes application:the two-armed bandit problem
• Stopping rules and tactics for processes indexed by a directed set
• Stopping Times and Directed Processes
• Two parameter optimal stopping and bi-Markov processes

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