Optimally stopping the sample mean of a Wiener process with an unknown drift (Q1122217)
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scientific article; zbMATH DE number 4105969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimally stopping the sample mean of a Wiener process with an unknown drift |
scientific article; zbMATH DE number 4105969 |
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Optimally stopping the sample mean of a Wiener process with an unknown drift (English)
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1989
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optimal stopping problem
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one-arm bandit problem
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optimal stopping region
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