scientific article; zbMATH DE number 862533

zbMath0856.62070MaRDI QIDQ4871637

Robert C. Dalang, R. Cairoli

Publication date: 31 March 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

dynamic programmingrandom walkslinear representationSnell envelopepartially ordered index setmultiarmed banditsoptimal sampling theoremaccessible stopping pointscontrol of discrete time processesimbedding of stopping pointsoptimal sequential controlsequential statistical tests

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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