Minimax stopping times for I.I.D. Random variables

DOI10.1080/07474949208836264zbMath0783.62056OpenAlexW1525216736MaRDI QIDQ4036032

Frans A. Boshuizen

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1080/07474949208836264

zbMATH Keywords

stopping gameknown variance casediscount modelknown mean caseminimax optimal stopping timeminimax worst- case distributionsselling-an-asset optimal stopping problemsequence of uniformly bounded i.i.d. random varibles

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimax-optimal stop rules and distributions in secretary problems
• Approximations to optimal stopping rules for exponential random variables
• Secretary problems with inspection costs as a game

This page was built for publication: Minimax stopping times for I.I.D. Random variables