Infinitesimal Look-Ahead Stopping Rules

DOI10.1214/aoms/1177693512zbMath0224.60021OpenAlexW2012005933MaRDI QIDQ5630440

Sheldon M. Ross

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693512

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)

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