Random Stopping Times in Stopping Problems and Stopping Games
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Publication:6237451
arXiv1211.5802MaRDI QIDQ6237451FDOQ6237451
Authors: Eilon Solan, B. S. Tsirel'son, Nicolas Vieille 
Publication date: 25 November 2012
Abstract: Three notions of random stopping times exist in the literature. We introduce two concepts of equivalence of random stopping times, motivated by optimal stopping problems and stopping games respectively. We prove that these two concepts coincide and that the three notions of random stopping times are equivalent.
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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