A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length

DOI10.1016/j.spa.2004.09.002zbMath1071.60021OpenAlexW1975832153WikidataQ56004221 ScholiaQ56004221MaRDI QIDQ556644

F. Thomas Bruss, Freddy Delbaen

Publication date: 22 June 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2004.09.002

zbMATH Keywords

functional central limit theoremoptimal selection process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17)

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