On randomized tactics and optimal stopping in the plane
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Publication:1067299
DOI10.1214/aop/1176992916zbMath0579.60034MaRDI QIDQ1067299
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992916
conditional independence; optimal stopping problem; two-dimensional problem; Choquet's theorem; existence of an optimal stopping point; randomized tactics
60G40: Stopping times; optimal stopping problems; gambling theory
60G20: Generalized stochastic processes
60G99: Stochastic processes
60G57: Random measures
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