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Teoriya Veroyatnostei i ee Primeneniya, 1970, Volume 15, Issue 2, Pages 336–344 (Mi tvp1835)  
This article is cited in 47 scientific papers (total in 47 papers)

Short Communications

On optimal stopping rules for stochastic processes with continuous parameter

A. G. Fakeev

Gor'kiy
Full-text PDF (496 kB) Citations (47)
Abstract: The main result of this note is the proof of the existence of optimal (may be, unbounded) stopping times for a process with continuous parameter. The optimal stopping rules and the corresponding maximal rewards are described in terms of some majorizing process (minimal right-continuous supermartingale).
Received: 05.04.1969
English version:
Theory of Probability and its Applications, 1970, Volume 15, Issue 2, Pages 324–331
DOI: https://doi.org/10.1137/1115039
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. G. Fakeev, “On optimal stopping rules for stochastic processes with continuous parameter”, Teor. Veroyatnost. i Primenen., 15:2 (1970), 336–344; Theory Probab. Appl., 15:2 (1970), 324–331
Citation in format AMSBIB
\Bibitem{Fak70}
\by A.~G.~Fakeev
\paper On optimal stopping rules for stochastic processes with continuous parameter
\jour Teor. Veroyatnost. i Primenen.
\yr 1970
\vol 15
\issue 2
\pages 336--344
\mathnet{http://mi.mathnet.ru/tvp1835}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=267718}
\zmath{https://zbmath.org/?q=an:0204.51805}
\transl
\jour Theory Probab. Appl.
\yr 1970
\vol 15
\issue 2
\pages 324--331
\crossref{https://doi.org/10.1137/1115039}
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  • https://www.mathnet.ru/eng/tvp/v15/i2/p336
    • This publication is cited in the following 47 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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