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zbMath1092.62077MaRDI QIDQ3373772

Tzu-Sheng Yeh

Publication date: 9 March 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal stopping uniform integrability Gumbel distribution last times

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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