An optimal stopping problem for random walks with non-zero drift

DOI10.2307/3215208MaRDI QIDQ4866769zbMATH OpenOpenAlexFDO

Authors M. Roters

Publication date 16 November 1999

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215208

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50)

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(8)

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• On the validity of Wald's equation
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• On a conjecture for the non-existence of the expectation of randomly stopped sums
• Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment
• scientific article; zbMATH DE number 3894191 (Why is no real title available?)
• Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum

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