Optimal stopping problems with restricted stopping times
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Publication:2358495
DOI10.3934/jimo.2016023zbMath1367.60042OpenAlexW2333512719MaRDI QIDQ2358495
Wenqing Bao, Xianyi Wu, Xian Zhou
Publication date: 15 June 2017
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2016023
supermartingalespartially ordered setoptimal stopping timesSnell's enveloperestricted stopping times
Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)
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Cites Work
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