Approximative solutions of optimal stopping and selection problems

DOI10.14708/MA.V44I1.826zbMath1370.60080OpenAlexW2338999689MaRDI QIDQ5357636

Ludger Rüschendorf

Publication date: 12 September 2017

Published in: Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14708/ma.v44i1.826

zbMATH Keywords

optimal stoppingPoisson processbest choice problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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