The asymptotic behavior of the reward sequence in the optimal stopping of i.i.d. random variables

DOI10.1214/AOP/1176990547zbMath0722.60036OpenAlexW1990766395MaRDI QIDQ756259

Robert P. Kertz, Douglas P. Kennedy

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1214/aop/1176990547

zbMATH Keywords

stopping timesdomain of attraction for maximaextreme-value lawsoptimal rewards

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (12)

Approximation of optimal stopping problems. ⋮ Optimal Stopping of a Random Sequence with Unknown Distribution ⋮ Optimal rules for the sequential selection of uniform spacings ⋮ Optimal cooperative stopping rules for maximization of the product of the expected stopped values ⋮ Optimal revenue guarantees for pricing in large markets ⋮ Hiring Secretaries over Time: The Benefit of Concurrent Employment ⋮ On approximative solutions of multistopping problems ⋮ On the multi-attribute stopping problem with general value functions ⋮ Two-choice optimal stopping ⋮ Optimal Stopping for I.I.D. Random Variables Based on the Sequential Information of the Location of Relative Records Only ⋮ On approximative solutions of optimal stopping problems ⋮ Optimal Two-Choice Stopping on an Exponential Sequence

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