Optimal stopping and almost sure convergence of random sequences

DOI10.1007/BF00537527MaRDI QIDQ4188516zbMATH OpenOpenAlexFDO

Authors Alfred Engelbert, H.-J. Engelbert

Publication date 1979

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00537527

zbMATH Keywords

Stopping TimesOptimal StoppingAlmost Sure Convergence of Random Sequences

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites work

• scientific article; zbMATH DE number 3725517 (Why is no real title available?)
• scientific article; zbMATH DE number 3223983 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• A "Fatou Equation" for Randomly Stopped Variables
• A 'stopped' proof of convergence
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• Applications of Martingale System Theorems
• Optimal Stopping and Experimental Design
• Pointwise convergence in terms of expectations
• Some inequalities for randomly stopped variables with applications to pointwise convergence

Cited in

(4)

• Some special properties of conditional expectation
• Optimal predictable transforms
• A Fatou equation for a two-parameter stochastic process
• Stationary policies and Markov policies in Borel dynamic programming

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