Optimal Stopping Rules
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free-boundary problemMarkov processoptimal stopping problemsequential testing and quickest disorder detection problems
Free boundary problems for PDEs (35R35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stopping times; optimal stopping problems; gambling theory (60G40) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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