Randomized Optimal Stopping Times for a Class of Stopping Games

DOI10.1137/S0040585X97979317MaRDI QIDQ4442876zbMATH OpenOpenAlexFDO

Authors Viktor K. Domanskiĭ

Publication date 21 January 2004

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97979317

zbMATH Keywords

Markov chainsmatrix gamesoptimal strategiesstopping timesvalues of games

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) 2-person games (91A05)

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