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arXiv · 1211.5802

Random Stopping Times in Stopping Problems and Stopping Games

Eilon Solan·Boris Tsirelson·Nicolas Vieille
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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.

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Eilon Solan, Boris Tsirelson, Nicolas Vieille. 2012-11-25. Random Stopping Times in Stopping Problems and Stopping Games. https://arxiv.org/abs/1211.5802

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