Approximation to optimal stopping rules for Weibull random variables with unknown scale parameter

DOI10.11650/TWJM/1500407892zbMath1092.62078OpenAlexW4249690934MaRDI QIDQ2493641

Tzu-Sheng Yeh

Publication date: 26 June 2006

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11650/twjm/1500407892

zbMATH Keywords

uniform integrabilityWeibull distributionlast times

Mathematics Subject Classification ID

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

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