Optimal stopping for Shepp's urn with risk aversion (Q2804004)
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scientific article; zbMATH DE number 6574555
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal stopping for Shepp's urn with risk aversion |
scientific article; zbMATH DE number 6574555 |
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Optimal stopping for Shepp's urn with risk aversion (English)
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27 April 2016
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optimal stopping
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Shepp's urn
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risk aversion
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Chow-Robbins problem
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Brownian bridge
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optimal strategy
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0.8185794353485107
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0.8101906180381775
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0.7922376990318298
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