General optimal stopping with linear cost
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Publication:5085243
DOI10.1080/07474946.2022.2043047zbMath1495.60030arXiv2001.09470OpenAlexW4280650711MaRDI QIDQ5085243
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Publication date: 27 June 2022
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.09470
optimal stoppingdiscrete timecontinuous timemonotone stopping rulesmaximum representationsequential tests of power one
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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