On optimal stopping rules for \(s_ n /n\)
From MaRDI portal
Publication:2532346
zbMath0173.46104MaRDI QIDQ2532346
Herbert Robbins, Yuan-Shih Chow
Publication date: 1965
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ijm/1256068146
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (14)
Regarding stopping rules for Brownian motion and random walks ⋮ Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach ⋮ On the Sn/n problem ⋮ Contribution to the optimal stopping problem ⋮ A Hàjek-Rényi extension of Lévy's inequality and some applications ⋮ With or without replacement? Sampling uncertainty in Shepp’s urn scheme ⋮ Note on the (non-)smoothness of discrete time value functions in optimal stopping ⋮ Stopping rules and tactics for processes indexed by a directed set ⋮ Existence of optimal stopping rules for linear and quadratic rewards ⋮ Risk-efficient sequential estimation of multivariate random coefficient autoregressive process ⋮ Herbert Robbins and sequential analysis ⋮ Corrected random walk approximations to free boundary problems in optimal stopping ⋮ Optimal stopping with a capacity constraint: generalizing Shepp's urn scheme ⋮ On a simple optimal stopping problem
This page was built for publication: On optimal stopping rules for \(s_ n /n\)
