Optimally stopping the sample mean of a Wiener process with an unknown drift (Q1122217)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimally stopping the sample mean of a Wiener process with an unknown drift |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimally stopping the sample mean of a Wiener process with an unknown drift |
scientific article |
Statements
Optimally stopping the sample mean of a Wiener process with an unknown drift (English)
0 references
1989
0 references
optimal stopping problem
0 references
one-arm bandit problem
0 references
optimal stopping region
0 references
