A Gambling Theorem and Optimal Stopping Theory
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Publication:5649863
DOI10.1214/aoms/1177693168zbMath0239.62051OpenAlexW2061115893MaRDI QIDQ5649863
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/1177693168
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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