On a simple optimal stopping problem

DOI10.1016/0012-365X(73)90123-4MaRDI QIDQ1846307zbMATH OpenFDO

Authors William M. Boyce

Publication date 1973

Published in Discrete Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites work

• scientific article; zbMATH DE number 3305566 (Why is no real title available?)
• scientific article; zbMATH DE number 3403559 (Why is no real title available?)
• Explicit Solutions to Some Problems of Optimal Stopping
• On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
• On optimal stopping rules for \(s_ n /n\)

Cited in

(6)

• With or without replacement? Sampling uncertainty in Shepp’s urn scheme
• Optimal stopping for Shepp's urn with risk aversion
• A note on randomized Shepp's urn scheme
• Optimal stopping with a capacity constraint: generalizing Shepp's urn scheme
• Easily determining which urns are 'favorable'
• Optimal Stopping for the Urn Problem Based on Success Runs

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