On the Existence of the Optimal Stopping Rule in the $S_n/n$ Problem When the Second Moment is Infinite

DOI10.1214/aoms/1177693060zbMath0231.62097OpenAlexW2000624312MaRDI QIDQ5639233

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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/1177693060

Mathematics Subject Classification ID

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

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Contribution to the optimal stopping problem

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