On the Sn/n problem

DOI10.1017/jpr.2021.73zbMath1496.60036arXiv1909.05762OpenAlexW4280554168MaRDI QIDQ5087009

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Publication date: 8 July 2022

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

Full work available at URL: https://arxiv.org/abs/1909.05762

zbMATH Keywords

upper boundoptimal stoppingBrownian motionlower boundChow-Robbins game

Mathematics Subject Classification ID

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

Uses Software

• ChowRobbins

Cites Work

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• Note on the (non-)smoothness of discrete time value functions in optimal stopping
• On optimal stopping rules for \(s_ n /n\)
• An Experimental Mathematics Perspective on the Old, and still Open, Question of When To Stop?
• Rigorous Computer Analysis of the Chow–Robbins Game
• Corrected random walk approximations to free boundary problems in optimal stopping
• Explicit Solutions to Some Problems of Optimal Stopping
• Regarding stopping rules for Brownian motion and random walks

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