Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces

DOI10.2307/2001425MaRDI QIDQ3830306zbMATH OpenOpenAlexFDO

Authors Robert C. Dalang

Publication date 1989

Full work available at URL https://doi.org/10.2307/2001425

zbMATH Keywords

optimal stopping problemrandomized stopping timesnonstandard analysisLoeb spacesconditional independence propertynonstandard probability theory

Mathematics Subject Classification ID

Random measures (60G57) Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07) Other applications of nonstandard models (economics, physics, etc.) (03H10)

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Cited in

(12)

• Randomized stopping points and optimal stopping on the plane
• scientific article; zbMATH DE number 1029276 (Why is no real title available?)
• scientific article; zbMATH DE number 4088637 (Why is no real title available?)
• A Nonstandard Approach to Option Pricing
• On stopping points in the plane that lie on a unique optional increasing path
• Optimal stopping for non-linear expectations. II
• Optimal Two-Choice Stopping on an Exponential Sequence
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• scientific article; zbMATH DE number 3988376 (Why is no real title available?)
• On randomized tactics and optimal stopping in the plane
• The set-indexed bandit problem.
• On infinite perfect graphs and randomized stopping points on the plane

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