Moment Conditions for the Existence and Nonexistence of Optimal Stopping Rules for S n /n 1

DOI10.2307/2042761zbMath0413.60042OpenAlexW4253567302MaRDI QIDQ3047999

Jack Cuzick, Yuan-Shih Chow

Publication date: 1979

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2042761

zbMATH Keywords

optimal stoppingregularly varying functionsDini's theorem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Monotonic functions, generalizations (26A48) Optimal stopping in statistics (62L15) Convergence and divergence of integrals (40A10)

Related Items (1)

Asymptotic behavior of solutions of the fragmentation equation with shattering: an approach via self-similar Markov processes

This page was built for publication: Moment Conditions for the Existence and Nonexistence of Optimal Stopping Rules for S n /n 1