Optimal stopping and supermartingales over partially ordered sets

A. Mandelbaum; R. J. Vanderbei

doi:10.1007/BF00535493

Optimal stopping and supermartingales over partially ordered sets

A. Mandelbaum, R. J. Vanderbei

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	253-264
Number of pages	12
Journal	Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
Volume	57
Issue number	2
DOIs	https://doi.org/10.1007/BF00535493
State	Published - Jun 1981
Externally published	Yes

All Science Journal Classification (ASJC) codes

Analysis
Statistics and Probability
General Mathematics

Access to Document

10.1007/BF00535493

Cite this

@article{05cf3f6acac14a3291132eb35c17608c,

title = "Optimal stopping and supermartingales over partially ordered sets",

author = "A. Mandelbaum and Vanderbei, {R. J.}",

year = "1981",

month = jun,

doi = "10.1007/BF00535493",

language = "English (US)",

volume = "57",

pages = "253--264",

journal = "Zeitschrift f{\"u}r Wahrscheinlichkeitstheorie und Verwandte Gebiete",

issn = "0044-3719",

publisher = "Springer New York",

number = "2",

}

TY - JOUR

T1 - Optimal stopping and supermartingales over partially ordered sets

AU - Mandelbaum, A.

AU - Vanderbei, R. J.

PY - 1981/6

Y1 - 1981/6

UR - http://www.scopus.com/inward/record.url?scp=0039551193&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0039551193&partnerID=8YFLogxK

U2 - 10.1007/BF00535493

DO - 10.1007/BF00535493

M3 - Article

AN - SCOPUS:0039551193

SN - 0044-3719

VL - 57

SP - 253

EP - 264

JO - Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

JF - Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

IS - 2

ER -

Optimal stopping and supermartingales over partially ordered sets

All Science Journal Classification (ASJC) codes

Access to Document

Other files and links

Fingerprint

Cite this