Journal of the Korean Statistical Society
- Volume 12 Issue 2
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- Pages.91-94
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- 1983
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
On the Largest Optimal Stopping Time
- Ahn, Wi-Chong (Kook Min University) ;
- Park, Bong-Dae (Korea Advanced Institute of Science and Technology) ;
- Lim, Jae-Kyu (Kyungpook National University)
- Published : 1983.12.01
Abstract
The structure of the largest optimal stopping time in the discete parameter processes is obtained by using the Doob decompositon of supermartingales.
Keywords