Infinitesimal Look-Ahead Stopping Rules
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Publication:5630440
DOI10.1214/aoms/1177693512zbMath0224.60021OpenAlexW2012005933MaRDI QIDQ5630440
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
Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)
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