Approximative solutions of best choice problems

DOI10.1214/EJP.v17-2172zbMath1252.60038MaRDI QIDQ456197

Andreas Faller, Ludger Rüschendorf

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

zbMATH Keywords

optimal stoppingPoisson processbest choice problem

Mathematics Subject Classification ID

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

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