Optimal sequential selection of a monotone sequence from a random sample

DOI10.1214/AOP/1176994265zbMath0473.62073OpenAlexW2029823950WikidataQ56004220 ScholiaQ56004220MaRDI QIDQ1158714

J. Michael Steele, Stephen M. Samuels

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aop/1176994265

zbMATH Keywords

subadditive process

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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