Moment-based minimax stopping functions for sequences of random variables (Q1201894)
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scientific article; zbMATH DE number 98653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment-based minimax stopping functions for sequences of random variables |
scientific article; zbMATH DE number 98653 |
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Moment-based minimax stopping functions for sequences of random variables (English)
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17 January 1993
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The authors consider the problem of optimal stopping for a finite sequence of uniformly bounded independent random variables when only the expected values and/or variances are known. They determine the corresponding minimax stopping times and worst-case distributions. Analogous results are given for the case when also the order of observation can be selected and the case when the random variables are additionally assumed to be identically distributed.
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order selection
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optimal stopping
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minimax stopping times
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worst-case distributions
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