Complementarity for the Snell envelope compensator
= Complementarity for the Snell envelope compensator
For the Doob compensator of a Snell envelope, $(V_n-Z_n)(A_{n+1}-A_n)=0$: compensation grows only on the stopping region $V_n=Z_n$.
= Complementarity for the Snell envelope compensator
For the Doob compensator of a Snell envelope, $(V_n-Z_n)(A_{n+1}-A_n)=0$: compensation grows only on the stopping region $V_n=Z_n$.