Moment-based minimax stopping functions for sequences of random variables

DOI10.1016/0304-4149(92)90064-WzbMath0763.60019MaRDI QIDQ1201894

Frans A. Boshuizen, Theodore P. Hill

Publication date: 17 January 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingorder selectionminimax stopping timesworst-case distributions

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items

Optimal Stopping of a Random Sequence with Unknown Distribution

Cites Work

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