Transitivity in problems of optimal stopping

DOI10.1214/AOP/1176994369MaRDI QIDQ1157075zbMATH OpenOpenAlexFDO

Authors Albrecht Irle

Publication date 1981

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176994369

zbMATH Keywords

optimal stoppingstopping timestransitivity

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cited in

(4)

• Distribution of the norm of a stable random vector of a Hilbert space
• Sufficiency in sequentially planned decision procedures
• Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
• Separation principle for impulse control with partial information

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