An optimal stopping problem for sums of dichotomous random variables

DOI10.1214/AOP/1176995933zbMath0347.62064OpenAlexW2017113237MaRDI QIDQ1234148

A. John Petkau, Herman Chernoff

Publication date: 1976

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995933

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (4)

Optimal stopping for Brownian motion with applications to sequential analysis and option pricing ⋮ Evaluation of asymptotic approximations for a two-stage Bernoulli bandit ⋮ Corrected random walk approximations to free boundary problems in optimal stopping ⋮ Easily determining which urns are 'favorable'

This page was built for publication: An optimal stopping problem for sums of dichotomous random variables