A generalization of Lyapunov’s convexity theorem with applications in optimal stopping

DOI10.1090/S0002-9939-98-04120-3MaRDI QIDQ4383058zbMATH OpenOpenAlexFDO

Authors Zuzana Kühn, Uwe Rösler

Publication date 24 March 1998

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0002-9939-98-04120-3

zbMATH Keywords

Lyapunov's convexity theorem

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Stopping times; optimal stopping problems; gambling theory (60G40)

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• How to Cut A Cake Fairly
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• scientific article; zbMATH DE number 3399886 (Why is no real title available?)
• scientific article; zbMATH DE number 3039539 (Why is no real title available?)
• Optimal stopping problems with generalized objective functions
• Relations among certain ranges of vector measures

Cited in

(9)

• A sharp nonconvexity bound for partition ranges of vector measures with atoms
• On some properties of vector measures
• Risk-neutral valuation with infinitely many trading dates
• When an event makes a difference
• Optimal stopping under model uncertainty: randomized stopping times approach
• Lyapunov convexity without compactness
• scientific article; zbMATH DE number 1116674 (Why is no real title available?)
• scientific article; zbMATH DE number 2183053 (Why is no real title available?)
• Baxter-Chacon topology and vector-valued optimal stopping problems

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