The Structure of the Optimal Stopping Rule in the $S_n/n$ Problem

DOI10.1214/AOMS/1177692464zbMath0243.60028OpenAlexW2076531793MaRDI QIDQ5654829

Mary E. Thompson, Willis L. Owen

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1214/aoms/1177692464

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Limit theorems in probability theory (60F99)

Related Items (1)

An optimal stopping problem with finite horizon for sums of i.i.d. random variables

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