Optimal Stopping for the Urn Problem Based on Success Runs

DOI10.1080/02522667.1983.10698746zbMath0507.60035OpenAlexW2014394680MaRDI QIDQ4745062

A. A. K. Majumdar, Minoru Sakaguchi

Publication date: 1983

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1983.10698746

zbMATH Keywords

success runsoptimal stopping problem

Mathematics Subject Classification ID

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

Cites Work

• Bernoulli two-armed bandits with geometric termination
• On a simple optimal stopping problem
• How to Win a War if You Must: Optimal Stopping Based on Success Runs