Optimal Stopping of Observations in Control Problems for Random Walks

DOI10.1137/1135104zbMath0741.60032OpenAlexW2085150500MaRDI QIDQ4712543

S. V. Vinnichenko, Vladimir V. Mazalov

Publication date: 25 June 1992

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135104

zbMATH Keywords

stopping timerandom walkbehavior strategyfull information best choice problem

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)

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