A note on randomized Shepp's urn scheme (Q1024498): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/j.disc.2008.02.017 / rank | |||
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Property / OpenAlex ID: W2033483179 / rank | |||
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Property / cites work: On a simple optimal stopping problem / rank | |||
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Property / cites work: A Random Version of Shepp's Urn Scheme / rank | |||
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Property / cites work: On-line VWAP Trading Strategies / rank | |||
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Property / cites work: Explicit Solutions to Some Problems of Optimal Stopping / rank | |||
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Latest revision as of 16:49, 1 July 2024
scientific article
Language | Label | Description | Also known as |
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English | A note on randomized Shepp's urn scheme |
scientific article |
Statements
A note on randomized Shepp's urn scheme (English)
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17 June 2009
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Shepp's urn scheme
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stopping time
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optimal drawing policy
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the \(k\) in the hole policy
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