×

On compactness and optimality of stopping times. (English) Zbl 0496.60039

Martingale theory in harmonic analysis and Banach spaces, Proc. NSF-CBMS Conf., Cleveland/Ohio 1981, Lect. Notes Math. 939, 36-81 (1982).

MSC:

60G40 Stopping times; optimal stopping problems; gambling theory

Citations:

Zbl 0476.00021