Constrained dynkin's stopping problem with continuous parameter

DOI10.1080/17442508908833546MaRDI QIDQ3833462zbMATH OpenOpenAlexFDO

Authors Yoshio Ohtsubo

Publication date 1989

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508908833546

zbMATH Keywords

constraintscontinuous time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) 2-person games (91A05)

Recommendations

• scientific article; zbMATH DE number 4042968
• scientific article; zbMATH DE number 1436982
• scientific article; zbMATH DE number 3942842
• Bounds for a constrained optimal stopping problem
• scientific article; zbMATH DE number 123653
• On some optimal stopping problems with constraint
• scientific article; zbMATH DE number 1144389
• Optimal stopping with a probabilistic constraint

Cites work

• scientific article; zbMATH DE number 3897939 (Why is no real title available?)
• Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
• Neveu's martingale conditions and closedness in Dynkin stopping problem with a finite constraint

Cited in

(3)

• Dynkin's games and Israeli options
• scientific article; zbMATH DE number 3942842 (Why is no real title available?)
• scientific article; zbMATH DE number 1436982 (Why is no real title available?)

This page was built for publication: Constrained dynkin's stopping problem with continuous parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3833462)