Some time-invariant stopping rule problems

DOI10.1080/02331939208843754zbMath0814.60036OpenAlexW2015572179MaRDI QIDQ4327884

Thomas S. Ferguson, James B. MacQueen

Publication date: 13 June 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939208843754

zbMATH Keywords

optimal stoppingMarkov decision problemoptimality equationstopping rule problemsstopping with payoff

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov and semi-Markov decision processes (90C40) Optimal stopping in statistics (62L15)

Related Items (5)

Maximizing the Expected Duration of Owning a Relatively Best Object in a Poisson Process with Rankable Observations ⋮ On taxed spectrally negative Lévy processes with draw-down stopping ⋮ Lagrangean Methods and Optimal Stopping ⋮ Stopping the maximum of a correlated random walk, with cost for observation ⋮ Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model

Cites Work

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• Optimal Sequential Procedures when More Than one Stop is Required
• Optimal Stopping for Partial Sums

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