Approximate Optimal Stopping of Dependent Sequences

DOI10.1137/S0040585X97980567MaRDI QIDQ4830866zbMATH OpenFDO

Authors Robert Kühne, Ludger Rüschendorf

Publication date 16 December 2004

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

Full work available at URL https://doi.org/10.1137/S0040585X97980567

zbMATH Keywords

asymptotic independencehidden Markov chainsmoving average processesPoisson processes

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 1154408
• On approximative solutions of multistopping problems
• Approximation of optimal stopping problems.
• Optimal stopping and cluster point processes
• On approximative solutions of optimal stopping problems

Cited in

(9)

• Optimal stopping of sequential size-dependent search
• Optimal multiple stopping with sum-payoff
• Characterizations of optimal policies in a general stopping problem and stability estimating
• An elementary approach to optimal stopping problems for AR(1) sequences
• On approximative solutions of optimal stopping problems
• Optimal stopping and cluster point processes
• Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem
• Mathematical intuition, deep learning, and Robbins' problem
• On approximative solutions of multistopping problems

This page was built for publication: Approximate Optimal Stopping of Dependent Sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4830866)