On optimal stopping with nonlinear costs of observation

DOI10.1080/07474948808836151zbMath0678.62077OpenAlexW2082464994MaRDI QIDQ3834907

Albrecht Irle

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1080/07474948808836151

zbMATH Keywords

Wiener processdiscrete timecurved stopping boundariesoptimal stopping boundarynonlinear costs of observation

Mathematics Subject Classification ID

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

Related Items (1)

Bounds for optimal stopping regions in problems with nonlinear costs of observations

Cites Work

• Distribution function inequalities for martingales
• Locally most powerful sequential tests
• On optimal stopping with concave costs of observation

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