scientific article; zbMATH DE number 862533
zbMATH Open0856.62070MaRDI QIDQ4871637FDOQ4871637
Authors: R. Cairoli, Robert C. Dalang 
Publication date: 31 March 1996
Title of this publication is not available (Why is that?)
Recommendations
dynamic programmingrandom walksSnell envelopelinear representationpartially ordered index setmultiarmed banditsoptimal sampling theoremaccessible stopping pointscontrol of discrete time processesimbedding of stopping pointsoptimal sequential controlsequential statistical tests
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sequential statistical methods (62L99) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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- Well-posedness of stochastic partial differential equations with fully local monotone coefficients
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- Discrete time multi-parameter optimal stopping problems with multiple plays and switching costs
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- A strong Markov property for set-indexed processes
- Decomposition and convergence for tree martingales
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- Stochastic optimization of forward recursive functions
- Recurrent lines in two-parameter isotropic stable Lévy sheets
- Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
- Optimal multiple stopping problems for discrete time multiparameter stochastic processes
- Optimal Stopping Rules
- Prophet inequalities for finite stage multiparameter optimal stopping problems
- Sequential Exploration of Unknown Multi-dimensional Functions as an Aid to Optimization
- A matrix representation of fields and filtrations and its application to stochastic control problems
- Continuity Properties of Optimal Multiple Stopping Value
- Multi-armed bandits in discrete and continuous time
- A Fatou equation for a two-parameter stochastic process
- Baxter-Chacon topology and vector-valued optimal stopping problems
- Minimizing the time to a decision
- A generalization of Fatou's lemma for extended real-valued functions on \(\sigma\)-finite measure spaces: with an application to infinite-horizon optimization in discrete time
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