On an Effective Solution of the Optimal Stopping Problem for Random Walks

DOI10.1137/S0040585X97981093zbMath1092.60018MaRDI QIDQ5700638

Albert N. Shiryaev, Alexander Novikov

Publication date: 28 October 2005

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97981093

zbMATH Keywords

rate of convergence; Appell polynomials

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

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