On a simple optimal stopping problem

DOI10.1016/0012-365X(73)90123-4zbMath0287.60053MaRDI QIDQ1846307

William M. Boyce

Publication date: 1973

Published in: Discrete Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (6)

With or without replacement? Sampling uncertainty in Shepp’s urn scheme ⋮ Optimal stopping for Shepp's urn with risk aversion ⋮ Optimal stopping with a capacity constraint: generalizing Shepp's urn scheme ⋮ A note on randomized Shepp's urn scheme ⋮ Easily determining which urns are 'favorable' ⋮ Optimal Stopping for the Urn Problem Based on Success Runs

Cites Work

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• On optimal stopping rules for \(s_ n /n\)
• Explicit Solutions to Some Problems of Optimal Stopping
• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes

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