A stochastic representation theorem with applications to optimization and obstacle problems

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On the optimal stopping problem for one-dimensional diffusions (2003, background): “see, for example, Shiryaev [38], Fakeev [22], Thompson [40]; see also Fakeev [21], El Karoui [18], Karatzas and Shreve [29, Appendix D], El Karoui and Karatzas [19; 20], Bank and El Karoui [3].”
A generalized Gittins index for a Markov chain and its recursive calculation (2008, methodology): “Let us denote the numerator in (1), which now equals to Ex ∑τ−1 n=0 c(Zn), by R τ (x), and let us denote Q (x) = Px(Zτ = x∗), the probability of termination on [0, τ).”