Optimal stopping for extremal processes

DOI10.1016/0304-4149(84)90178-9zbMath0527.60041OpenAlexW1966640694MaRDI QIDQ595267

J. Flatau, Albrecht Irle

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90178-9

zbMATH Keywords

optimal stoppingextremal processmonotone casestopping boundary

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Approximation of optimal stopping problems. ⋮ Best choice from the planar Poisson process

Cites Work

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• Sur la distribution limite du terme maximum d'une série aléatoire
• Monotone stopping problems and continuous time processes
• On Extreme Order Statistics
• Extremal Processes
• Moment Convergence of Sample Extremes

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