Contribution to the optimal stopping problem

DOI10.1007/BF00531865zbMath0555.60029MaRDI QIDQ3218872

Donald A. Darling

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

optimal stopping problemfinite stopping times

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (1)

Explicit optimal value for Dynkin's stopping game

Cites Work

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• Properties of optimal extended-valued stopping rules for S\(_n\)/n
• On optimal stopping rules for \(s_ n /n\)
• Moments of random walk having infinite variance and the e istence of certain optimal stopping rules for \(S_n/n\)
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• On optimal stopping rules
• Optimal Stopping in a Markov Process
• Stopping rules for S n/n, and the Class L log L
• On the Supremum of $S_n/n$
• On the Existence of the Optimal Stopping Rule in the $S_n/n$ Problem When the Second Moment is Infinite

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