Optimal stopping and almost sure convergence of random sequences

DOI10.1007/BF00537527zbMATH Open0403.60044OpenAlexW1985745167MaRDI QIDQ4188516FDOQ4188516

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

• Title not available (Why is that?)
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• Applications of Martingale System Theorems
• A "Fatou Equation" for Randomly Stopped Variables
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• Pointwise convergence in terms of expectations
• Optimal Stopping and Experimental Design
• A 'stopped' proof of convergence
• 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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