Optimal Stopping of Observations in Control Problems for Random Walks

DOI10.1137/1135104MaRDI QIDQ4712543zbMATH OpenOpenAlexFDO

Authors Sergey V. Vinnichenko, Vladimir V. Mazalov

Publication date 25 June 1992

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1135104

zbMATH Keywords

behavior strategyfull information best choice problemrandom walkstopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sums of independent random variables; random walks (60G50) Stochastic games, stochastic differential games (91A15)

Cited in

(5)

• Probabilistic characteristics of one stopping rule for steady control
• scientific article; zbMATH DE number 4174043 (Why is no real title available?)
• scientific article; zbMATH DE number 651946 (Why is no real title available?)
• Stopping the maximum of a correlated random walk, with cost for observation
• An optimal stopping problem for random walks with non-zero drift

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