An Optimal Acceptance Policy for an Urn Scheme

DOI10.1137/S0895480195282148zbMath0912.60060OpenAlexW2059649196MaRDI QIDQ4388987

Alan Zame, Lawrence A. Shepp, Andrew M. Odlyzko, Robert W. Chen

Publication date: 11 May 1998

Published in: SIAM Journal on Discrete Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895480195282148

zbMATH Keywords

optimal stoppingBayesian approachurn modelsacceptance policy

Mathematics Subject Classification ID

Special processes (60K99) Stopping times; optimal stopping problems; gambling theory (60G40)

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