On the random sum with a stopping rule SN > T>

DOI10.1080/0020739970280410zbMath0894.60041OpenAlexW2051802381MaRDI QIDQ4359697

Ho Woo Lee, Kyung-Chul Chae

Publication date: 20 October 1997

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739970280410

zbMATH Keywords

Markov chainstopping rulespecial kind of dependent case

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)

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