https://doi.org/10.4169/amer.math.monthly.121.02.167 https://www.jstor.org/stable/10.4169/amer.math.monthly.121.02.167 Abstract The Banach–Alaoglu theorem is an ...
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We study the existence of optimal stopping times via elementary functional analytic arguments. The problem is first relaxed into a convex optimization problem over a closed convex subset of the unit ...
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