On a randomized strategy in Neveu's stopping problem
From MaRDI portal
Publication:1081199
DOI10.1016/0304-4149(85)90384-9zbMath0601.60039MaRDI QIDQ1081199
Publication date: 1985
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(85)90384-9
game theory; stopping time; optimal pure strategy; randomized strategies; existence of the value of the game
60G40: Stopping times; optimal stopping problems; gambling theory
91A15: Stochastic games, stochastic differential games