首页 | 本学科首页   官方微博 | 高级检索  
     


Stopping rules and tactics for processes indexed by a directed set
Authors:Ulrich Krengel  Louis Sucheston
Affiliation:University of Goettingen Germany;Ohio State University USA
Abstract:A new notion of tactic for processes indexed by a directed set is introduced. The main theorem, giving conditions under which tactics can be mapped on stopping times on the line, is applied to reduce some optimal stopping problems in the plane to the same problems on the line. In the case of independent random variables, one achieves a nearly complete reduction of the optimal reward problem to the linear case.
Keywords:60G40  62K05  62L15  60E15  Stopping rule  tactic  independent random variables  averages of independent identically distributed random variables  optimal reward  maximal inequality  linear embedding
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号