Test for optimality of an extended sequential procedure

DOI10.1007/BF01116884zbMath0509.62074MaRDI QIDQ1838255

Yanyan Li

Publication date: 1981

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

tests for optimality of composite stopping strategies

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (3)

A multiple optimal stopping rule for a buying-selling problem with a deterministic trend ⋮ An optimal double stopping rule for a buying-selling problem ⋮ A multiple optimal stopping rule for sums of independent random variables

Cites Work

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• Optimal Sequential Procedures when More Than one Stop is Required
• Optimal Stopping and Experimental Design

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