For a broad class of win-martingale belief processes, the paper characterizes the optimal stopping rule by a free boundary, proves the boundary is smooth before the horizon, and derives a unique integral equation for it.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2026 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
When should one stop the most exciting game? Sequential Inference for win-martingales
For a broad class of win-martingale belief processes, the paper characterizes the optimal stopping rule by a free boundary, proves the boundary is smooth before the horizon, and derives a unique integral equation for it.