Open AccessStopping with expectation constraints: 3 points suffice
Author(s) -
Stefan Ankirchner,
Nabil Kazi-Tani,
Maike Klein,
Thomas Kruse
Publication year - 2019
Publication title -
electronic journal of probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.666
H-Index - 53
ISSN - 1083-6489
DOI - 10.1214/19-ejp309
Subject(s) - mathematics , optimal stopping , stopping time , optional stopping theorem , stopping rule , constraint (computer aided design) , regular polygon , markov process , order (exchange) , set (abstract data type) , combinatorics , mathematical optimization , discrete mathematics , statistics , computer science , geometry , finance , economics , programming language
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