Optimal Stopping for the Urn Problem Based on Success Runs

DOI10.1080/02522667.1983.10698746MaRDI QIDQ4745062zbMATH OpenOpenAlexFDO

Authors A. A. K. Majumdar, Minoru Sakaguchi

Publication date 1983

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1983.10698746

zbMATH Keywords

optimal stopping problemsuccess runs

Mathematics Subject Classification ID

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

Cites work

• Bernoulli two-armed bandits with geometric termination
• How to Win a War if You Must: Optimal Stopping Based on Success Runs
• On a simple optimal stopping problem

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