Optimal stopping for extremal processes

DOI10.1016/0304-4149(84)90178-9MaRDI QIDQ595267zbMATH OpenOpenAlexFDO

Authors J. Flatau, Albrecht Irle

Publication date 1984

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(84)90178-9

zbMATH Keywords

optimal stoppingextremal processmonotone casestopping boundary

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3205002 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Extremal Processes
• Moment Convergence of Sample Extremes
• Monotone stopping problems and continuous time processes
• On Extreme Order Statistics
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(2)

• Best choice from the planar Poisson process
• Approximation of optimal stopping problems.

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