Approximations to optimal stopping rules for exponential random variables

DOI10.1214/AOP/1176993236zbMath0544.62076OpenAlexW2073844031MaRDI QIDQ796945

Adam T. Martinsek

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aop/1176993236

zbMATH Keywords

exponential distributionapproximate solutionspartial informationasymptotic optimality

Mathematics Subject Classification ID

Optimal stopping in statistics (62L15)

Related Items (4)

APPROXIMATION TO OPTIMAL STOPPING RULES FOR GAMMA RANDOM VARIABLES WITH UNKNOWN LOCATION AND SCALE PARAMETERS ⋮ TWO-STAGE APPROXIMATION OF EXPECTED REWARD FOR GAMMA RANDOM VARIABLES ⋮ Asymptotically optimal stopping rules in the presence of unknown parameters ⋮ Minimax stopping times for I.I.D. Random variables

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