Rigorous Computer Analysis of the Chow–Robbins Game

DOI10.4169/amer.math.monthly.120.10.893zbMath1291.60017arXiv1201.0626OpenAlexW2963358877WikidataQ58243142 ScholiaQ58243142MaRDI QIDQ5404048

Olle Häggström, Johan Wästlund

Publication date: 20 March 2014

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.0626

zbMATH Keywords

expected payoffChow-Robbins gameoptimal shopping

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

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