On approximative solutions of optimal stopping problems

DOI10.1239/AAP/1324045700zbMath1235.60038OpenAlexW2060224423MaRDI QIDQ3111057

Ludger Rüschendorf, Andreas Faller

Publication date: 17 January 2012

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1324045700

zbMATH Keywords

optimal stoppingPoisson processMax-stable distribution

Mathematics Subject Classification ID

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

Related Items (1)

On approximative solutions of multistopping problems

Cites Work

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