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An extension of a lemma of Wald

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Publication:5657453
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DOI10.2307/3212052zbMath0245.60040OpenAlexW2328080239MaRDI QIDQ5657453

E. Samuel

Publication date: 1966

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212052



Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)


Related Items (4)

Stopping rules and tactics for processes indexed by a directed set ⋮ On Wald Optimal Stopping Problem for Geometric Brownian Motions ⋮ House-Hunting Without Second Moments ⋮ Quickest detection with exponential penalty for delay







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