DOI10.1016/j.disc.2008.02.017zbMath1170.60018MaRDI QIDQ1024498
Ying-Chao Hung
Publication date: 17 June 2009 Published in: Discrete Mathematics (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/j.disc.2008.02.017
zbMATH Keywords
stopping time; optimal drawing policy; Shepp's urn scheme; the \(k\) in the hole policy
Mathematics Subject Classification ID
60K99: Special processes
60G40: Stopping times; optimal stopping problems; gambling theory
Cites Work