Random Stopping Times in Stopping Problems and Stopping Games
Probability
2012-11-27 v1
Abstract
Three notions of random stopping times exist in the literature. We introduce two concepts of equivalence of random stopping times, motivated by optimal stopping problems and stopping games respectively. We prove that these two concepts coincide and that the three notions of random stopping times are equivalent.
Keywords
Cite
@article{arxiv.1211.5802,
title = {Random Stopping Times in Stopping Problems and Stopping Games},
author = {Eilon Solan and Boris Tsirelson and Nicolas Vieille},
journal= {arXiv preprint arXiv:1211.5802},
year = {2012}
}