scientific article; zbMATH DE number 3989106

MaRDI QIDQ3751376zbMATH OpenFDO

Authors Sofía Kalpazidou

Publication date 1986

zbMATH Keywords

optimal stoppingoptimal predictable transform

Mathematics Subject Classification ID

Stochastic programming (90C15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

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(1)

• Sharp norm comparison of the maxima of a sequence and its predictable projection

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