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)

zbMATH Keywords

Poisson processesasymptotic independencehidden Markov chainsmoving average processes

Mathematics Subject Classification ID

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

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• An elementary approach to optimal stopping problems for AR(1) sequences
• Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem

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