Randomized stopping points and optimal stopping on the plane
The notion of randomized stopping points (for one-parameter processes (1- rsp's)), introduced by Baxter and Chacon, is here extended in a suitable way to 2-rsp's. This extension, linked with a theorem of Baxter and Chacon, serves to identify a correspondence between adapted random measures on \(\mathbb{N}^ 2\) and 2-rsp's. The author proves that the extremal elements of the set of suitably adapted random measures on \(\mathbb{R}^ 2\) are Dirac measures. The proof of the existence of optimal stopping points for upper-half-continuous 2-parameter processes in continuous time is given as an illustration.
- On randomized tactics and optimal stopping in the plane
- On randomized stopping points and perfect graphs
- On infinite perfect graphs and randomized stopping points on the plane
- Random stopping sets in a sequential analysis of random measures and fields
- Stopping and set-indexed local martingales
- Optimal stopping problems with restricted stopping times
- scientific article; zbMATH DE number 3854111 (Why is no real title available?)
- scientific article; zbMATH DE number 3988376 (Why is no real title available?)
- Optimal stopping for a particular family of stopping points in the plane
- On stopping points in the plane that lie on a unique optional increasing path
- Two-parameter diffusions random fields
- A Fatou equation for a two-parameter stochastic process
- Baxter-Chacon topology and vector-valued optimal stopping problems
- Baxter-Chacon topology and optimality for multivariate stopping of two-parameter stochastic processes
- Mean-field games of optimal stopping: master equation and weak equilibria
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