Approximation of optimal stopping problems.

DOI10.1016/S0304-4149(00)00048-XzbMath1047.60039OpenAlexW2061166491MaRDI QIDQ1879497

Robert Kühne, Ludger Rüschendorf

Publication date: 22 September 2004

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00048-x

zbMATH Keywords

optimal stoppingcritical curvePoisson processesmax-stable distributions

Mathematics Subject Classification ID

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

Related Items (8)

On approximative solutions of multistopping problems ⋮ Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem ⋮ Best choice from the planar Poisson process ⋮ A Continuous-Time Approach to Robbins' Problem of Minimizing the Expected Rank ⋮ A version of the Elfving problem with random starting time ⋮ On approximative solutions of optimal stopping problems ⋮ Optimal Two-Choice Stopping on an Exponential Sequence ⋮ Recognising the last record of sequence

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• On the full information best-choice problem
• A persistency problem connected with a point process
• Some Problems in the Theory of Optimal Stopping Rules

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