An optimal stopping problem for random walks with non-zero drift

DOI10.2307/3215208zbMath0925.60040OpenAlexW2328821556MaRDI QIDQ4866769

Markus Roters

Publication date: 16 November 1999

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

Full work available at URL: https://doi.org/10.2307/3215208

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40)

This page was built for publication: An optimal stopping problem for random walks with non-zero drift