Supermartingale majorant bound
= Supermartingale majorant bound
If a supermartingale $V$ dominates an adapted reward process $Z$, optional sampling gives $\mathbb E Z_\tau\leq V_0$ for every bounded stopping time $\tau$.
= Supermartingale majorant bound
If a supermartingale $V$ dominates an adapted reward process $Z$, optional sampling gives $\mathbb E Z_\tau\leq V_0$ for every bounded stopping time $\tau$.