On optimal stopping with concave costs of observation

DOI10.1080/07474948708836113zbMath0623.62077OpenAlexW1985951831MaRDI QIDQ3761505

Albrecht Irle

Publication date: 1987

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948708836113

zbMATH Keywords

space-time processstandard Wiener processconcave costs of observationconcave stopping boundaries

Mathematics Subject Classification ID

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

Related Items (3)

On optimal stopping with nonlinear costs of observation ⋮ Bounds for optimal stopping regions in problems with nonlinear costs of observations ⋮ Locally Most Powerful Sequentially Planned Tests in Continuous Time

Cites Work

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• On optimal stopping and free boundary problems
• Optimal stopping and sequential tests which minimize the maximum expected sample size
• On Wald's equations in continuous time
• Sequential Tests for the Mean of a Normal Distribution II (Large $t$)

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