On approximative solutions of multistopping problems
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Publication:655588
DOI10.1214/10-AAP747zbMath1251.60038arXiv1201.0083OpenAlexW3104853764MaRDI QIDQ655588
Andreas Faller, Ludger Rüschendorf
Publication date: 4 January 2012
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.0083
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (2)
Multiple-stopping problems with random horizon ⋮ On approximative solutions of optimal stopping problems
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