Optimal stopping and supermartingales over partially ordered sets
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Publication:3889855
DOI10.1007/BF00535493zbMath0445.60036OpenAlexW2002265316MaRDI QIDQ3889855
Avishai Mandelbaum, Robert J. Vanderbei
Publication date: 1981
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00535493
Generalizations of martingales (60G48) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)
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