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

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

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

year = "1981",

month = jun,

doi = "10.1007/BF00535493",

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volume = "57",

pages = "253--264",

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publisher = "Springer New York",

number = "2",

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AU - Vanderbei, R. J.

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JF - Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete

IS - 2

ER -

Optimal stopping and supermartingales over partially ordered sets

All Science Journal Classification (ASJC) codes

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